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 | 1.65% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'142 CHF | 61'142 CHF | 100.00% | 100.00% |
12.07.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'173 CHF | 59'173 CHF | 98.42% | 98.42% |
11.07.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'682 CHF | 57'682 CHF | 99.60% | 99.60% |
10.07.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'858 CHF | 57'858 CHF | 99.77% | 99.77% |
09.07.2024 | 1.89% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'591 CHF | 53'591 CHF | 100.00% | 100.00% |
08.07.2024 | 2.03% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 120'874 | 120'875 | 58'973 CHF | 60'182 CHF | 98.98% | 98.98% |
05.07.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 121'737 | 121'737 | 59'504 CHF | 60'722 CHF | 100.00% | 100.00% |
04.07.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'686 CHF | 52'686 CHF | 98.15% | 98.15% |
03.07.2024 | 1.71% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'973 CHF | 58'973 CHF | 100.00% | 100.00% |
02.07.2024 | 1.48% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 87'868 | 87'868 | 58'584 CHF | 59'463 CHF | 99.94% | 99.94% |