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 | 1.99% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 104'963 | 50'000 | 52'199 CHF | 25'399 CHF | 99.72% | 99.72% |
12.07.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 53'378 CHF | 24'763 CHF | 99.01% | 99.01% |
11.07.2024 | 2.23% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 119'389 | 50'000 | 53'034 CHF | 22'715 CHF | 99.09% | 99.09% |
10.07.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 119'410 | 50'000 | 53'613 CHF | 22'952 CHF | 100.00% | 100.00% |
09.07.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 112'063 | 50'000 | 51'500 CHF | 23'489 CHF | 100.00% | 100.00% |
08.07.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 51'774 CHF | 22'072 CHF | 100.00% | 100.00% |
05.07.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 127'684 | 50'000 | 52'629 CHF | 21'116 CHF | 98.98% | 98.98% |
04.07.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 120'414 | 50'000 | 50'676 CHF | 21'544 CHF | 100.00% | 100.00% |
03.07.2024 | 2.33% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 120'278 | 50'000 | 50'991 CHF | 21'699 CHF | 100.00% | 100.00% |
02.07.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 119'882 | 50'000 | 53'094 CHF | 22'645 CHF | 100.00% | 100.00% |