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 | 1.94% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'900 | 50'000 | 51'385 CHF | 25'973 CHF | 98.52% | 98.52% |
12.07.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'006 CHF | 26'503 CHF | 99.38% | 99.38% |
11.07.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'091 CHF | 26'546 CHF | 99.16% | 99.16% |
10.07.2024 | 1.73% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 91'393 | 50'000 | 52'335 CHF | 29'151 CHF | 100.00% | 100.00% |
09.07.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'039 | 50'000 | 51'970 CHF | 29'360 CHF | 100.00% | 100.00% |
08.07.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'123 CHF | 29'457 CHF | 100.00% | 100.00% |
05.07.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'249 CHF | 30'083 CHF | 99.62% | 99.62% |
04.07.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'207 CHF | 30'059 CHF | 100.00% | 100.00% |
03.07.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 85'428 | 50'000 | 53'500 CHF | 31'834 CHF | 99.73% | 99.73% |
02.07.2024 | 1.51% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'595 CHF | 33'372 CHF | 100.00% | 100.00% |