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% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 101'750 | 50'000 | 52'057 CHF | 26'101 CHF | 99.71% | 99.71% |
12.07.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'748 CHF | 26'874 CHF | 99.01% | 99.01% |
11.07.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 90'276 | 50'000 | 51'278 CHF | 28'903 CHF | 99.08% | 99.08% |
10.07.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 50'662 CHF | 28'645 CHF | 100.00% | 100.00% |
09.07.2024 | 1.79% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 97'132 | 50'000 | 53'714 CHF | 28'167 CHF | 100.00% | 100.00% |
08.07.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'465 CHF | 29'647 CHF | 100.00% | 100.00% |
05.07.2024 | 1.64% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 54'299 CHF | 30'666 CHF | 98.98% | 98.98% |
04.07.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'296 CHF | 30'109 CHF | 100.00% | 100.00% |
03.07.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'248 CHF | 30'082 CHF | 100.00% | 100.00% |
02.07.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 51'492 CHF | 29'107 CHF | 100.00% | 100.00% |