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 | 1.80% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 96'020 | 50'000 | 52'790 CHF | 28'022 CHF | 99.71% | 99.71% |
12.07.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'685 CHF | 27'343 CHF | 99.01% | 99.01% |
11.07.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 102'398 | 50'000 | 50'840 CHF | 25'342 CHF | 95.11% | 95.11% |
10.07.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 101'168 | 50'000 | 50'604 CHF | 25'516 CHF | 100.00% | 100.00% |
09.07.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 100'238 | 50'000 | 51'311 CHF | 26'097 CHF | 100.00% | 100.00% |
08.07.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 53'201 CHF | 24'682 CHF | 100.00% | 100.00% |
05.07.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 50'929 CHF | 23'650 CHF | 98.98% | 98.98% |
04.07.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 51'946 CHF | 24'112 CHF | 100.00% | 100.00% |
03.07.2024 | 2.08% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 109'676 | 50'000 | 52'172 CHF | 24'288 CHF | 100.00% | 100.00% |
02.07.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 106'688 | 50'000 | 52'627 CHF | 25'175 CHF | 100.00% | 100.00% |