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 | 2.02% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 104'943 | 50'000 | 51'443 CHF | 25'041 CHF | 98.72% | 98.72% |
12.07.2024 | 1.91% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 101'577 | 50'000 | 52'596 CHF | 26'421 CHF | 99.38% | 99.38% |
11.07.2024 | 1.79% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 94'845 | 75'000 | 52'500 CHF | 42'314 CHF | 99.15% | 99.15% |
10.07.2024 | 1.64% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 89'740 | 75'000 | 54'173 CHF | 46'031 CHF | 100.00% | 100.00% |
09.07.2024 | 1.76% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 93'885 | 75'000 | 52'751 CHF | 42'948 CHF | 100.00% | 100.00% |
08.07.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 99'317 | 50'000 | 54'331 CHF | 27'857 CHF | 100.00% | 100.00% |
05.07.2024 | 2.07% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 108'134 | 50'000 | 51'740 CHF | 24'460 CHF | 99.62% | 99.62% |
04.07.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'548 CHF | 26'274 CHF | 100.00% | 100.00% |
03.07.2024 | 1.83% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 98'760 | 75'000 | 53'354 CHF | 41'286 CHF | 99.73% | 99.73% |
02.07.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'275 CHF | 29'542 CHF | 100.00% | 100.00% |