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 | 2.06% | 0.43 CHF | 0.44 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 48'039 CHF | 49'039 CHF | 99.03% | 99.37% |
12.07.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 99'947 | 50'617 CHF | 51'590 CHF | 99.09% | 99.38% |
11.07.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 47'362 CHF | 48'362 CHF | 99.37% | 99.37% |
10.07.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 39'212 CHF | 40'212 CHF | 98.88% | 99.37% |
09.07.2024 | 2.49% | 0.41 CHF | 0.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 39'720 CHF | 40'720 CHF | 99.38% | 99.38% |
08.07.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 39'537 CHF | 40'537 CHF | 99.38% | 99.38% |
05.07.2024 | 2.56% | 0.39 CHF | 0.40 CHF | 100'000 | 100'000 | 101'156 | 101'156 | 38'989 CHF | 40'000 CHF | 99.38% | 99.38% |
04.07.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 100'000 | 100'000 | 106'726 | 106'726 | 39'439 CHF | 40'506 CHF | 98.60% | 98.82% |
03.07.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 49'291 CHF | 50'791 CHF | 98.74% | 99.37% |
02.07.2024 | 3.14% | 0.32 CHF | 0.33 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 47'083 CHF | 48'583 CHF | 99.37% | 99.37% |