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 | 1.79% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'262 | 100'263 | 55'433 CHF | 56'435 CHF | 99.00% | 99.00% |
12.07.2024 | 2.15% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 120'052 | 120'052 | 55'174 CHF | 56'374 CHF | 98.84% | 98.84% |
11.07.2024 | 1.78% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'450 | 100'450 | 56'114 CHF | 57'119 CHF | 98.34% | 98.34% |
10.07.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 59'991 CHF | 61'241 CHF | 95.09% | 95.09% |
09.07.2024 | 1.94% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 102'799 | 102'799 | 52'513 CHF | 53'541 CHF | 98.63% | 98.63% |
08.07.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 112'433 | 112'433 | 53'932 CHF | 55'057 CHF | 98.41% | 98.41% |
05.07.2024 | 2.95% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 166'514 | 166'514 | 55'599 CHF | 57'264 CHF | 99.18% | 99.18% |
04.07.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 171'335 | 171'335 | 56'557 CHF | 58'271 CHF | 99.18% | 99.18% |
03.07.2024 | 2.93% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 159'842 | 159'842 | 53'779 CHF | 55'378 CHF | 98.35% | 98.35% |
02.07.2024 | 3.09% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 169'610 | 169'610 | 53'994 CHF | 55'691 CHF | 98.77% | 98.77% |