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% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 106'020 | 50'000 | 51'933 CHF | 25'022 CHF | 99.71% | 99.71% |
12.07.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 52'316 CHF | 24'280 CHF | 99.01% | 99.01% |
11.07.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 120'513 | 50'000 | 52'632 CHF | 22'342 CHF | 95.11% | 95.11% |
10.07.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 52'839 CHF | 22'516 CHF | 100.00% | 100.00% |
09.07.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 117'353 | 50'000 | 52'840 CHF | 23'024 CHF | 100.00% | 100.00% |
08.07.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 120'119 | 50'000 | 50'757 CHF | 21'629 CHF | 100.00% | 100.00% |
05.07.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 129'592 | 50'000 | 52'218 CHF | 20'650 CHF | 98.98% | 98.98% |
04.07.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 128'561 | 50'000 | 52'978 CHF | 21'112 CHF | 100.00% | 100.00% |
03.07.2024 | 2.38% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 126'960 | 50'000 | 52'642 CHF | 21'245 CHF | 100.00% | 100.00% |
02.07.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 51'973 CHF | 22'155 CHF | 100.00% | 100.00% |