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 | 1.87% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'893 CHF | 53'893 CHF | 99.75% | 99.75% |
12.07.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 52'458 CHF | 53'458 CHF | 98.93% | 98.93% |
11.07.2024 | 2.07% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 101'266 | 99'070 | 52'037 CHF | 51'966 CHF | 97.80% | 97.80% |
10.07.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 102'514 | 100'000 | 51'317 CHF | 51'086 CHF | 99.99% | 99.99% |
09.07.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 50'491 CHF | 51'491 CHF | 100.00% | 100.00% |
08.07.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'690 CHF | 53'690 CHF | 100.00% | 100.00% |
05.07.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'043 | 99'969 | 50'711 CHF | 51'676 CHF | 98.85% | 98.85% |
04.07.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 107'293 | 100'000 | 52'567 CHF | 50'018 CHF | 88.07% | 88.07% |
03.07.2024 | 2.11% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 109'910 | 100'000 | 51'508 CHF | 47'892 CHF | 99.41% | 99.41% |
02.07.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 119'992 | 100'000 | 53'675 CHF | 45'732 CHF | 99.99% | 99.99% |