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 | 4.06% | 0.27 CHF | 0.28 CHF | 100'000 | 100'000 | 98'059 | 98'059 | 23'744 CHF | 24'724 CHF | 100.00% | 100.00% |
12.07.2024 | 4.01% | 0.22 CHF | 0.23 CHF | 98'000 | 98'000 | 98'000 | 98'000 | 24'001 CHF | 24'981 CHF | 100.00% | 100.00% |
11.07.2024 | 3.35% | 0.25 CHF | 0.26 CHF | 98'000 | 98'000 | 99'681 | 99'681 | 29'422 CHF | 30'420 CHF | 99.99% | 99.99% |
10.07.2024 | 2.98% | 0.35 CHF | 0.36 CHF | 100'000 | 100'000 | 100'195 | 100'195 | 33'156 CHF | 34'158 CHF | 100.00% | 100.00% |
09.07.2024 | 3.60% | 0.30 CHF | 0.31 CHF | 100'000 | 100'000 | 99'047 | 99'047 | 27'084 CHF | 28'074 CHF | 99.73% | 99.73% |
08.07.2024 | 3.55% | 0.28 CHF | 0.29 CHF | 100'000 | 100'000 | 99'345 | 99'345 | 27'531 CHF | 28'525 CHF | 99.28% | 99.28% |
05.07.2024 | 3.41% | 0.31 CHF | 0.32 CHF | 100'000 | 100'000 | 99'883 | 99'883 | 28'834 CHF | 29'833 CHF | 100.00% | 100.00% |
04.07.2024 | 3.39% | 0.27 CHF | 0.28 CHF | 98'000 | 98'000 | 99'988 | 99'988 | 29'005 CHF | 30'005 CHF | 99.55% | 99.55% |
03.07.2024 | 3.39% | 0.34 CHF | 0.35 CHF | 100'000 | 100'000 | 99'413 | 99'413 | 29'105 CHF | 30'099 CHF | 100.00% | 100.00% |
02.07.2024 | 2.90% | 0.31 CHF | 0.32 CHF | 100'000 | 100'000 | 100'707 | 100'707 | 34'336 CHF | 35'343 CHF | 99.98% | 99.98% |