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 | 2.27% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 119'473 | 50'000 | 52'029 CHF | 22'309 CHF | 99.71% | 99.71% |
12.07.2024 | 2.19% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 117'062 | 50'000 | 52'972 CHF | 23'135 CHF | 99.01% | 99.01% |
11.07.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 107'820 | 50'000 | 53'045 CHF | 25'114 CHF | 99.09% | 99.09% |
10.07.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 109'210 | 50'000 | 53'401 CHF | 24'953 CHF | 100.00% | 100.00% |
09.07.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 109'762 | 50'000 | 52'468 CHF | 24'403 CHF | 100.00% | 100.00% |
08.07.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 50'636 CHF | 25'818 CHF | 100.00% | 100.00% |
05.07.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'768 CHF | 26'884 CHF | 98.98% | 98.98% |
04.07.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'912 CHF | 26'456 CHF | 100.00% | 100.00% |
03.07.2024 | 1.92% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 100'324 | 50'000 | 51'762 CHF | 26'301 CHF | 100.00% | 100.00% |
02.07.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 102'781 | 50'000 | 51'072 CHF | 25'355 CHF | 100.00% | 100.00% |