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 | 3.67% | 0.50 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'630 CHF | 55'630 CHF | 100.00% | 100.00% |
12.07.2024 | 3.74% | 0.56 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'579 CHF | 54'579 CHF | 99.99% | 99.99% |
11.07.2024 | 3.43% | 0.52 CHF | 0.54 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 53'325 CHF | 55'193 CHF | 99.98% | 99.98% |
10.07.2024 | 3.44% | 0.44 CHF | 0.45 CHF | 110'000 | 110'000 | 110'111 | 110'111 | 47'144 CHF | 48'795 CHF | 100.00% | 100.00% |
09.07.2024 | 3.44% | 0.40 CHF | 0.42 CHF | 110'000 | 110'000 | 109'741 | 109'741 | 47'266 CHF | 48'916 CHF | 99.56% | 99.56% |
08.07.2024 | 3.37% | 0.43 CHF | 0.45 CHF | 110'000 | 110'000 | 109'815 | 109'815 | 48'183 CHF | 49'833 CHF | 99.27% | 99.27% |
05.07.2024 | 3.18% | 0.45 CHF | 0.46 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 52'016 CHF | 53'696 CHF | 100.00% | 100.00% |
04.07.2024 | 3.22% | 0.47 CHF | 0.48 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 50'361 CHF | 52'011 CHF | 99.54% | 99.54% |
03.07.2024 | 3.34% | 0.44 CHF | 0.46 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 53'033 CHF | 54'833 CHF | 100.00% | 100.00% |
02.07.2024 | 3.80% | 0.40 CHF | 0.41 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 46'549 CHF | 48'349 CHF | 99.99% | 99.99% |