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 | 2.03% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 109'782 | 100'000 | 53'487 CHF | 49'724 CHF | 99.76% | 99.76% |
12.07.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 109'426 | 99'965 | 52'933 CHF | 49'365 CHF | 98.93% | 98.93% |
11.07.2024 | 2.25% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 108'854 | 99'070 | 51'248 CHF | 47'818 CHF | 97.80% | 97.80% |
10.07.2024 | 2.15% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 112'596 | 100'000 | 51'680 CHF | 46'924 CHF | 99.99% | 99.99% |
09.07.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 110'227 | 100'000 | 50'965 CHF | 47'239 CHF | 100.00% | 100.00% |
08.07.2024 | 2.04% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 109'225 | 100'000 | 52'962 CHF | 49'500 CHF | 99.41% | 99.41% |
05.07.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'059 | 99'969 | 51'191 CHF | 47'500 CHF | 98.88% | 98.88% |
04.07.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 119'290 | 100'000 | 53'173 CHF | 45'583 CHF | 97.49% | 97.49% |
03.07.2024 | 2.32% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 120'834 | 100'000 | 51'484 CHF | 43'638 CHF | 99.42% | 99.42% |
02.07.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 125'220 | 100'000 | 51'914 CHF | 42'478 CHF | 99.99% | 99.99% |