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 | 1.76% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'384 CHF | 57'384 CHF | 99.76% | 99.76% |
12.07.2024 | 1.81% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 55'009 CHF | 56'009 CHF | 98.93% | 98.93% |
11.07.2024 | 2.02% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 99'070 | 99'070 | 52'113 CHF | 53'118 CHF | 97.78% | 97.78% |
10.07.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 104'989 | 100'000 | 51'946 CHF | 50'501 CHF | 99.99% | 99.99% |
09.07.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 106'192 | 100'000 | 52'410 CHF | 50'377 CHF | 100.00% | 100.00% |
08.07.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 50'832 CHF | 51'832 CHF | 99.95% | 99.95% |
05.07.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'318 | 99'971 | 50'420 CHF | 51'251 CHF | 98.88% | 98.88% |
04.07.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 109'981 | 100'000 | 52'951 CHF | 49'146 CHF | 96.45% | 96.45% |
03.07.2024 | 2.16% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 116'422 | 100'000 | 53'360 CHF | 46'895 CHF | 99.39% | 99.39% |
02.07.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 124'970 | 100'000 | 52'178 CHF | 42'784 CHF | 100.00% | 100.00% |