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 | 1.86% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 99'913 | 50'000 | 53'321 CHF | 27'185 CHF | 98.52% | 98.52% |
12.07.2024 | 1.88% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'576 CHF | 26'788 CHF | 99.38% | 99.38% |
11.07.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'387 CHF | 26'693 CHF | 99.16% | 99.16% |
10.07.2024 | 2.09% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 109'239 | 50'000 | 51'655 CHF | 24'152 CHF | 100.00% | 100.00% |
09.07.2024 | 2.10% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 110'379 | 50'000 | 51'964 CHF | 24'042 CHF | 100.00% | 100.00% |
08.07.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 51'362 CHF | 23'846 CHF | 97.99% | 97.99% |
05.07.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 113'036 | 50'000 | 51'575 CHF | 23'326 CHF | 99.62% | 99.62% |
04.07.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 113'244 | 50'000 | 51'734 CHF | 23'354 CHF | 100.00% | 100.00% |
03.07.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 120'429 | 50'000 | 51'231 CHF | 21'774 CHF | 68.35% | 68.35% |
02.07.2024 | 2.54% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 123'533 | 50'000 | 47'946 CHF | 19'909 CHF | 83.91% | 83.91% |