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 | 2.08% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 52'357 CHF | 48'598 CHF | 99.75% | 99.75% |
12.07.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 109'961 | 99'965 | 51'933 CHF | 48'213 CHF | 98.93% | 98.93% |
11.07.2024 | 2.31% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 113'662 | 99'068 | 52'129 CHF | 46'609 CHF | 97.63% | 97.63% |
10.07.2024 | 2.21% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 118'126 | 100'000 | 52'943 CHF | 45'837 CHF | 99.99% | 99.99% |
09.07.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 118'749 | 100'000 | 53'473 CHF | 46'040 CHF | 100.00% | 100.00% |
08.07.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 52'100 CHF | 48'364 CHF | 100.00% | 100.00% |
05.07.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 115'963 | 99'972 | 52'630 CHF | 46'395 CHF | 98.84% | 98.84% |
04.07.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 120'398 | 100'000 | 52'270 CHF | 44'423 CHF | 98.37% | 98.37% |
03.07.2024 | 2.38% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 126'966 | 100'000 | 52'601 CHF | 42'473 CHF | 99.41% | 99.41% |
02.07.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 130'000 | 100'000 | 52'413 CHF | 41'318 CHF | 99.70% | 99.70% |