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 | 1.98% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 101'997 | 101'997 | 51'103 CHF | 52'123 CHF | 100.00% | 100.00% |
12.07.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 50'907 CHF | 51'907 CHF | 99.98% | 99.98% |
11.07.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 103'004 | 103'004 | 51'917 CHF | 52'947 CHF | 97.74% | 97.74% |
10.07.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 123'376 | 123'376 | 59'856 CHF | 61'090 CHF | 96.18% | 96.18% |
09.07.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 124'622 | 124'622 | 58'664 CHF | 59'910 CHF | 99.64% | 99.64% |
08.07.2024 | 1.90% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'445 | 100'445 | 52'239 CHF | 53'244 CHF | 100.00% | 100.00% |
05.07.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 104'268 | 104'268 | 53'244 CHF | 54'287 CHF | 100.00% | 100.00% |
04.07.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'490 | 100'490 | 52'808 CHF | 53'813 CHF | 100.00% | 100.00% |
03.07.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 115'546 | 115'546 | 56'821 CHF | 57'977 CHF | 99.32% | 99.32% |
02.07.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |