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 | 1.94% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 102'220 | 75'000 | 52'147 CHF | 39'045 CHF | 99.61% | 99.61% |
12.07.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 51'290 CHF | 39'218 CHF | 99.01% | 99.01% |
11.07.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 52'328 CHF | 39'996 CHF | 93.88% | 93.88% |
10.07.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 109'255 | 75'000 | 52'906 CHF | 37'081 CHF | 100.00% | 100.00% |
09.07.2024 | 1.82% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 98'590 | 75'000 | 53'607 CHF | 41'550 CHF | 100.00% | 100.00% |
08.07.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 93'828 | 75'000 | 52'578 CHF | 42'829 CHF | 97.53% | 97.53% |
05.07.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 95'445 | 75'000 | 52'669 CHF | 42'189 CHF | 98.69% | 98.69% |
04.07.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 97'490 | 75'000 | 53'495 CHF | 41'925 CHF | 87.44% | 87.44% |
03.07.2024 | 1.86% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 53'193 CHF | 40'644 CHF | 99.95% | 99.95% |
02.07.2024 | 2.13% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 114'515 | 75'000 | 53'216 CHF | 35'650 CHF | 100.00% | 100.00% |