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 | 2.11% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 110'018 | 75'000 | 51'625 CHF | 35'965 CHF | 98.73% | 98.73% |
12.07.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 108'174 | 75'000 | 52'626 CHF | 37'282 CHF | 98.60% | 98.60% |
11.07.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 101'126 | 75'000 | 50'915 CHF | 38'544 CHF | 99.12% | 99.12% |
10.07.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 51'720 CHF | 39'540 CHF | 99.36% | 99.36% |
09.07.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 97'103 | 75'000 | 52'738 CHF | 41'521 CHF | 100.00% | 100.00% |
08.07.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 52'557 CHF | 40'167 CHF | 100.00% | 100.00% |
05.07.2024 | 1.95% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 101'977 | 75'000 | 51'809 CHF | 38'881 CHF | 99.62% | 99.62% |
04.07.2024 | 2.05% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 51'206 CHF | 39'198 CHF | 100.00% | 100.00% |
03.07.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 99'324 | 75'000 | 52'832 CHF | 40'661 CHF | 99.72% | 99.72% |
02.07.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 89'484 | 75'000 | 54'546 CHF | 46'476 CHF | 97.51% | 97.51% |