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 | 2.00% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 105'343 | 50'000 | 52'230 CHF | 25'315 CHF | 98.52% | 98.52% |
12.07.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 102'154 | 50'000 | 51'704 CHF | 25'824 CHF | 99.38% | 99.38% |
11.07.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'348 | 50'000 | 50'873 CHF | 25'851 CHF | 99.16% | 99.16% |
10.07.2024 | 1.77% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 92'228 | 50'000 | 51'712 CHF | 28'560 CHF | 100.00% | 100.00% |
09.07.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'405 | 50'000 | 51'068 CHF | 28'747 CHF | 100.00% | 100.00% |
08.07.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'457 | 50'000 | 51'356 CHF | 28'892 CHF | 100.00% | 100.00% |
05.07.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 51'931 CHF | 29'350 CHF | 99.62% | 99.62% |
04.07.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 51'989 CHF | 29'383 CHF | 100.00% | 100.00% |
03.07.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 88'536 | 50'000 | 54'283 CHF | 31'170 CHF | 99.73% | 99.73% |
02.07.2024 | 1.54% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 81'507 | 50'000 | 52'538 CHF | 32'753 CHF | 100.00% | 100.00% |