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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 1.96% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 102'537 | 100'000 | 51'716 CHF | 51'493 CHF | 99.01% | 99.01% |
11.07.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'830 CHF | 57'830 CHF | 99.09% | 99.09% |
10.07.2024 | 1.44% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'843 CHF | 69'843 CHF | 100.00% | 100.00% |
09.07.2024 | 2.42% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 60'686 | 60'686 | 44'002 CHF | 44'985 CHF | 100.00% | 100.00% |
08.07.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'042 CHF | 78'042 CHF | 99.36% | 99.36% |
05.07.2024 | 1.36% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'874 CHF | 73'874 CHF | 98.25% | 98.25% |
04.07.2024 | 2.33% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 53'688 | 53'688 | 43'058 CHF | 44'041 CHF | 99.37% | 99.37% |
03.07.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'296 CHF | 69'296 CHF | 100.00% | 100.00% |
02.07.2024 | 1.49% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'485 CHF | 67'485 CHF | 99.95% | 99.95% |
01.07.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'255 CHF | 63'255 CHF | 86.33% | 86.33% |