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 | 2.06% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 122'870 | 122'872 | 59'052 CHF | 60'282 CHF | 100.00% | 100.00% |
12.07.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 115'750 | 115'747 | 56'429 CHF | 57'585 CHF | 98.47% | 98.47% |
11.07.2024 | 2.10% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 123'915 | 123'914 | 58'533 CHF | 59'772 CHF | 99.88% | 99.88% |
10.07.2024 | 1.71% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'038 CHF | 59'038 CHF | 99.77% | 99.77% |
09.07.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'796 CHF | 58'796 CHF | 100.00% | 100.00% |
08.07.2024 | 1.88% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'664 CHF | 53'664 CHF | 98.98% | 98.98% |
05.07.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 120'607 | 120'605 | 58'485 CHF | 59'691 CHF | 100.00% | 100.00% |
04.07.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 108'984 | 108'984 | 53'719 CHF | 54'809 CHF | 98.15% | 98.15% |
03.07.2024 | 1.96% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 103'114 | 103'113 | 52'207 CHF | 53'237 CHF | 100.00% | 100.00% |
02.07.2024 | 1.64% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'722 CHF | 61'722 CHF | 100.00% | 100.00% |