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 | 2.01% | 0.54 CHF | 0.55 CHF | 100'000 | 25'000 | 93'807 | 25'000 | 52'105 CHF | 14'181 CHF | 99.72% | 99.72% |
12.07.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 90'000 | 25'000 | 94'838 | 25'000 | 52'618 CHF | 14'133 CHF | 99.01% | 99.01% |
11.07.2024 | 1.85% | 0.56 CHF | 0.57 CHF | 90'000 | 25'000 | 98'859 | 25'000 | 53'089 CHF | 13'682 CHF | 99.09% | 99.09% |
10.07.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100'000 | 25'000 | 100'000 | 25'000 | 50'838 CHF | 12'960 CHF | 100.00% | 100.00% |
09.07.2024 | 1.87% | 0.50 CHF | 0.51 CHF | 100'000 | 25'000 | 98'828 | 25'000 | 52'416 CHF | 13'518 CHF | 100.00% | 100.00% |
08.07.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 100'000 | 25'000 | 100'000 | 25'000 | 53'945 CHF | 13'736 CHF | 100.00% | 100.00% |
05.07.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100'000 | 25'000 | 95'886 | 25'000 | 53'016 CHF | 14'080 CHF | 98.98% | 98.98% |
04.07.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 100'000 | 25'000 | 92'030 | 25'000 | 51'210 CHF | 14'169 CHF | 100.00% | 100.00% |
03.07.2024 | 1.84% | 0.55 CHF | 0.56 CHF | 100'000 | 25'000 | 99'800 | 25'000 | 53'853 CHF | 13'741 CHF | 100.00% | 100.00% |
02.07.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100'000 | 25'000 | 100'419 | 25'000 | 50'896 CHF | 12'923 CHF | 100.00% | 100.00% |