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 | 1.98% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 107'682 | 107'683 | 53'713 CHF | 54'790 CHF | 100.00% | 100.00% |
12.07.2024 | 2.00% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 108'332 | 108'332 | 53'530 CHF | 54'613 CHF | 98.41% | 98.41% |
11.07.2024 | 1.87% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'917 CHF | 53'917 CHF | 96.67% | 96.67% |
10.07.2024 | 1.72% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'613 CHF | 58'613 CHF | 99.78% | 99.78% |
09.07.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'307 CHF | 58'307 CHF | 100.00% | 100.00% |
08.07.2024 | 1.84% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'776 CHF | 54'776 CHF | 98.97% | 98.97% |
05.07.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'256 CHF | 55'256 CHF | 100.00% | 100.00% |
04.07.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'902 CHF | 57'902 CHF | 98.16% | 98.16% |
03.07.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'967 CHF | 60'967 CHF | 100.00% | 100.00% |
02.07.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'843 CHF | 64'843 CHF | 100.00% | 100.00% |