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% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 46'825 | 46'825 | 23'185 CHF | 23'655 CHF | 100.00% | 100.00% |
12.07.2024 | 3.03% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 46'621 | 46'621 | 23'144 CHF | 23'770 CHF | 99.97% | 99.97% |
11.07.2024 | 2.60% | 0.56 CHF | 0.57 CHF | 90'000 | 90'000 | 44'691 | 44'691 | 26'279 CHF | 26'887 CHF | 100.00% | 100.00% |
10.07.2024 | 2.66% | 0.58 CHF | 0.59 CHF | 90'000 | 90'000 | 44'735 | 44'735 | 26'092 CHF | 26'700 CHF | 100.00% | 100.00% |
09.07.2024 | 2.76% | 0.55 CHF | 0.56 CHF | 90'000 | 90'000 | 44'629 | 44'629 | 24'971 CHF | 25'579 CHF | 100.00% | 100.00% |
08.07.2024 | 2.98% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 46'818 | 46'818 | 23'994 CHF | 24'624 CHF | 100.00% | 100.00% |
05.07.2024 | 2.40% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 46'548 | 46'548 | 20'509 CHF | 20'980 CHF | 99.89% | 99.89% |
04.07.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 40'000 | 40'000 | 34'565 | 34'565 | 15'546 CHF | 15'893 CHF | 100.00% | 100.00% |
03.07.2024 | 2.06% | 0.45 CHF | 0.46 CHF | 100'000 | 100'000 | 46'272 | 46'272 | 22'605 CHF | 23'069 CHF | 100.00% | 100.00% |
02.07.2024 | 2.20% | 0.47 CHF | 0.48 CHF | 100'000 | 100'000 | 44'910 | 44'910 | 20'824 CHF | 21'275 CHF | 99.98% | 99.98% |