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 | 1.55% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 96'356 | 96'356 | 61'636 CHF | 62'600 CHF | 100.00% | 100.00% |
12.07.2024 | 1.67% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'443 CHF | 60'443 CHF | 98.45% | 98.45% |
11.07.2024 | 1.83% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'360 CHF | 55'360 CHF | 99.36% | 99.36% |
10.07.2024 | 2.09% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 121'333 | 121'334 | 57'289 CHF | 58'503 CHF | 99.78% | 99.78% |
09.07.2024 | 1.83% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'253 CHF | 55'253 CHF | 100.00% | 100.00% |
08.07.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'695 CHF | 57'695 CHF | 98.97% | 98.97% |
05.07.2024 | 1.49% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 80'694 | 80'695 | 53'706 CHF | 54'514 CHF | 100.00% | 100.00% |
04.07.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'465 CHF | 62'465 CHF | 98.16% | 98.16% |
03.07.2024 | 1.72% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'820 CHF | 58'820 CHF | 100.00% | 100.00% |
02.07.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'780 | 100'780 | 52'475 CHF | 53'483 CHF | 100.00% | 100.00% |