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 | 2.02% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 105'385 | 50'000 | 51'628 CHF | 25'025 CHF | 99.72% | 99.72% |
12.07.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 50'475 CHF | 25'737 CHF | 99.01% | 99.01% |
11.07.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 98'476 | 50'000 | 53'847 CHF | 27'853 CHF | 99.08% | 99.08% |
10.07.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 99'925 | 50'000 | 54'248 CHF | 27'645 CHF | 100.00% | 100.00% |
09.07.2024 | 1.86% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'333 CHF | 27'167 CHF | 100.00% | 100.00% |
08.07.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 91'046 | 50'000 | 51'234 CHF | 28'643 CHF | 100.00% | 100.00% |
05.07.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'499 CHF | 29'666 CHF | 98.98% | 98.98% |
04.07.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 51'496 CHF | 29'109 CHF | 100.00% | 100.00% |
03.07.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 90'992 | 50'000 | 51'992 CHF | 29'082 CHF | 100.00% | 100.00% |
02.07.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 98'954 | 50'000 | 54'434 CHF | 28'010 CHF | 100.00% | 100.00% |