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 | 2.41% | 0.42 CHF | 0.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 40'998 CHF | 41'998 CHF | 100.00% | 100.00% |
12.07.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 110'000 | 110'000 | 109'999 | 109'999 | 46'290 CHF | 47'390 CHF | 99.99% | 99.99% |
11.07.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 43'848 CHF | 44'948 CHF | 99.99% | 99.99% |
10.07.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 46'979 CHF | 48'179 CHF | 100.00% | 100.00% |
09.07.2024 | 2.72% | 0.35 CHF | 0.36 CHF | 110'000 | 110'000 | 109'753 | 109'753 | 40'020 CHF | 41'120 CHF | 100.00% | 100.00% |
08.07.2024 | 2.36% | 0.40 CHF | 0.41 CHF | 110'000 | 110'000 | 109'808 | 109'808 | 46'113 CHF | 47'213 CHF | 99.66% | 99.66% |
05.07.2024 | 2.31% | 0.40 CHF | 0.41 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 47'209 CHF | 48'309 CHF | 99.99% | 99.99% |
04.07.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 49'059 CHF | 50'159 CHF | 100.00% | 100.00% |
03.07.2024 | 2.61% | 0.39 CHF | 0.40 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 45'436 CHF | 46'636 CHF | 100.00% | 100.00% |
02.07.2024 | 3.17% | 0.34 CHF | 0.35 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 37'354 CHF | 38'554 CHF | 99.99% | 99.99% |