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 | 2.76% | 0.38 CHF | 0.39 CHF | 100'000 | 100'000 | 98'059 | 98'059 | 35'090 CHF | 36'070 CHF | 100.00% | 100.00% |
12.07.2024 | 2.73% | 0.34 CHF | 0.35 CHF | 98'000 | 98'000 | 98'000 | 98'000 | 35'384 CHF | 36'364 CHF | 100.00% | 100.00% |
11.07.2024 | 2.40% | 0.37 CHF | 0.38 CHF | 98'000 | 98'000 | 99'681 | 99'681 | 41'113 CHF | 42'110 CHF | 99.99% | 99.99% |
10.07.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 100'000 | 100'000 | 100'196 | 100'196 | 44'887 CHF | 45'889 CHF | 100.00% | 100.00% |
09.07.2024 | 2.53% | 0.41 CHF | 0.42 CHF | 100'000 | 100'000 | 99'048 | 99'048 | 38'686 CHF | 39'677 CHF | 99.73% | 99.73% |
08.07.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 99'344 | 99'344 | 39'118 CHF | 40'111 CHF | 99.28% | 99.28% |
05.07.2024 | 2.44% | 0.43 CHF | 0.44 CHF | 100'000 | 100'000 | 99'882 | 99'882 | 40'476 CHF | 41'475 CHF | 100.00% | 100.00% |
04.07.2024 | 2.43% | 0.39 CHF | 0.40 CHF | 98'000 | 98'000 | 99'988 | 99'988 | 40'735 CHF | 41'735 CHF | 99.61% | 99.61% |
03.07.2024 | 2.43% | 0.45 CHF | 0.46 CHF | 100'000 | 100'000 | 99'412 | 99'412 | 40'678 CHF | 41'672 CHF | 99.99% | 99.99% |
02.07.2024 | 2.16% | 0.43 CHF | 0.44 CHF | 100'000 | 100'000 | 100'706 | 100'706 | 46'160 CHF | 47'167 CHF | 100.00% | 100.00% |