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 | 2.08% | 0.55 CHF | 0.56 CHF | 100'000 | 25'000 | 91'452 | 25'000 | 52'215 CHF | 14'583 CHF | 87.81% | 87.81% |
12.07.2024 | 2.14% | 0.60 CHF | 0.61 CHF | 90'000 | 25'000 | 94'591 | 25'000 | 52'984 CHF | 14'322 CHF | 99.01% | 99.01% |
11.07.2024 | 2.35% | 0.55 CHF | 0.56 CHF | 100'000 | 25'000 | 103'963 | 25'000 | 52'109 CHF | 12'849 CHF | 99.02% | 99.02% |
10.07.2024 | 2.43% | 0.45 CHF | 0.46 CHF | 120'000 | 25'000 | 110'863 | 25'000 | 51'928 CHF | 12'009 CHF | 99.99% | 99.99% |
09.07.2024 | 2.19% | 0.51 CHF | 0.52 CHF | 100'000 | 25'000 | 97'823 | 25'000 | 52'487 CHF | 13'725 CHF | 100.00% | 100.00% |
08.07.2024 | 2.21% | 0.53 CHF | 0.54 CHF | 100'000 | 25'000 | 98'482 | 25'000 | 52'829 CHF | 13'719 CHF | 100.00% | 100.00% |
05.07.2024 | 2.28% | 0.50 CHF | 0.51 CHF | 100'000 | 25'000 | 100'934 | 25'000 | 52'561 CHF | 13'327 CHF | 98.80% | 98.80% |
04.07.2024 | 2.32% | 0.55 CHF | 0.56 CHF | 100'000 | 25'000 | 100'323 | 25'000 | 52'498 CHF | 13'392 CHF | 99.99% | 99.99% |
03.07.2024 | 2.21% | 0.47 CHF | 0.48 CHF | 110'000 | 25'000 | 102'079 | 25'000 | 53'243 CHF | 13'366 CHF | 99.73% | 99.73% |
02.07.2024 | 2.59% | 0.51 CHF | 0.52 CHF | 100'000 | 25'000 | 108'147 | 25'000 | 51'272 CHF | 12'177 CHF | 99.87% | 99.87% |