Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 1.74% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 90'449 | 50'000 | 51'436 CHF | 28'940 CHF | 99.77% | 99.77% |
12.07.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 89'981 | 49'990 | 51'738 CHF | 29'244 CHF | 97.74% | 97.74% |
11.07.2024 | 2.34% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 86'894 | 47'583 | 50'133 CHF | 27'978 CHF | 97.19% | 97.19% |
10.07.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'124 CHF | 29'458 CHF | 100.00% | 100.00% |
09.07.2024 | 1.74% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 90'146 | 50'000 | 51'369 CHF | 28'994 CHF | 100.00% | 100.00% |
08.07.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 99'328 | 50'000 | 54'080 CHF | 27'728 CHF | 100.00% | 100.00% |
05.07.2024 | 1.84% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 99'753 | 49'983 | 53'915 CHF | 27'517 CHF | 91.78% | 91.78% |
04.07.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 98'445 | 50'000 | 53'818 CHF | 27'844 CHF | 72.37% | 72.37% |
03.07.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 91'026 | 50'000 | 51'834 CHF | 28'983 CHF | 98.07% | 98.07% |
02.07.2024 | 1.68% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'136 CHF | 30'020 CHF | 100.00% | 100.00% |