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 | 1.85% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'621 CHF | 54'621 CHF | 100.00% | 100.00% |
12.07.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'446 CHF | 53'446 CHF | 98.42% | 98.42% |
11.07.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'126 | 100'128 | 52'092 CHF | 53'094 CHF | 98.27% | 98.27% |
10.07.2024 | 2.22% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'629 CHF | 56'879 CHF | 99.77% | 99.77% |
09.07.2024 | 2.24% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'310 CHF | 56'560 CHF | 100.00% | 100.00% |
08.07.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'853 CHF | 56'103 CHF | 98.98% | 98.98% |
05.07.2024 | 2.31% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'608 CHF | 54'858 CHF | 100.00% | 100.00% |
04.07.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'185 | 125'187 | 54'100 CHF | 55'353 CHF | 98.15% | 98.15% |
03.07.2024 | 2.57% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 145'302 | 145'300 | 55'865 CHF | 57'317 CHF | 100.00% | 100.00% |
02.07.2024 | 2.82% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 153'370 | 153'372 | 53'696 CHF | 55'230 CHF | 100.00% | 100.00% |