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 | 1.74% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 90'651 | 75'000 | 51'640 CHF | 43'486 CHF | 99.71% | 99.71% |
12.07.2024 | 1.86% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 99'905 | 75'000 | 53'208 CHF | 40'696 CHF | 99.01% | 99.01% |
11.07.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 99'954 | 75'000 | 53'109 CHF | 40'601 CHF | 99.09% | 99.09% |
10.07.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 100'019 | 75'000 | 52'334 CHF | 39'993 CHF | 100.00% | 100.00% |
09.07.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 102'463 | 100'000 | 51'516 CHF | 51'312 CHF | 100.00% | 100.00% |
08.07.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'023 | 100'000 | 50'752 CHF | 51'741 CHF | 100.00% | 100.00% |
05.07.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 104'341 | 100'000 | 51'559 CHF | 50'459 CHF | 98.98% | 98.98% |
04.07.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 110'210 | 100'000 | 52'246 CHF | 48'410 CHF | 100.00% | 100.00% |
03.07.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 51'754 CHF | 48'049 CHF | 100.00% | 100.00% |
02.07.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 118'769 | 100'000 | 51'875 CHF | 44'717 CHF | 99.40% | 99.40% |