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 | 1.89% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 96'478 | 96'478 | 50'641 CHF | 51'606 CHF | 100.00% | 100.00% |
12.07.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 98'000 | 98'000 | 95'473 | 95'473 | 47'792 CHF | 48'747 CHF | 100.00% | 100.00% |
11.07.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 98'000 | 98'000 | 95'419 | 95'419 | 47'018 CHF | 47'972 CHF | 100.00% | 100.00% |
10.07.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 97'535 | 97'535 | 51'591 CHF | 52'566 CHF | 100.00% | 100.00% |
09.07.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 97'245 | 97'245 | 49'469 CHF | 50'441 CHF | 100.00% | 100.00% |
08.07.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 97'394 | 97'394 | 51'022 CHF | 51'996 CHF | 100.00% | 100.00% |
05.07.2024 | 2.08% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 95'839 | 95'839 | 45'670 CHF | 46'629 CHF | 99.81% | 99.81% |
04.07.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 98'000 | 98'000 | 95'434 | 95'434 | 41'521 CHF | 42'475 CHF | 99.49% | 99.49% |
03.07.2024 | 2.11% | 0.45 CHF | 0.46 CHF | 98'000 | 98'000 | 95'804 | 95'804 | 44'954 CHF | 45'912 CHF | 99.35% | 99.35% |
02.07.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 102'000 | 102'000 | 99'077 | 99'077 | 53'168 CHF | 54'159 CHF | 100.00% | 100.00% |