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 | 1.92% | 0.54 CHF | 0.55 CHF | 110'000 | 110'000 | 51'396 | 51'396 | 27'420 CHF | 27'936 CHF | 100.00% | 100.00% |
12.07.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 110'000 | 110'000 | 51'392 | 51'392 | 27'596 CHF | 28'112 CHF | 100.00% | 100.00% |
11.07.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 47'067 | 47'067 | 29'104 CHF | 29'576 CHF | 99.99% | 99.99% |
10.07.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 46'208 | 46'208 | 28'255 CHF | 28'719 CHF | 100.00% | 100.00% |
09.07.2024 | 1.75% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 47'715 | 47'715 | 28'136 CHF | 28'616 CHF | 100.00% | 100.00% |
08.07.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 110'000 | 110'000 | 51'351 | 51'351 | 28'146 CHF | 28'663 CHF | 100.00% | 100.00% |
05.07.2024 | 2.15% | 0.52 CHF | 0.53 CHF | 120'000 | 120'000 | 53'221 | 53'221 | 26'116 CHF | 26'654 CHF | 99.89% | 99.89% |
04.07.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 39'248 | 39'248 | 19'595 CHF | 19'989 CHF | 100.00% | 100.00% |
03.07.2024 | 1.90% | 0.50 CHF | 0.51 CHF | 110'000 | 110'000 | 51'342 | 51'342 | 27'345 CHF | 27'860 CHF | 100.00% | 100.00% |
02.07.2024 | 2.01% | 0.51 CHF | 0.52 CHF | 110'000 | 110'000 | 50'561 | 50'561 | 25'733 CHF | 26'241 CHF | 99.99% | 99.99% |