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 | 1.90% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'156 CHF | 53'156 CHF | 100.00% | 100.00% |
12.07.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'284 CHF | 54'284 CHF | 99.68% | 99.68% |
11.07.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'004 CHF | 55'004 CHF | 93.21% | 93.21% |
10.07.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'613 CHF | 53'613 CHF | 96.09% | 96.09% |
09.07.2024 | 1.94% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 102'067 | 102'067 | 52'244 CHF | 53'264 CHF | 99.65% | 99.65% |
08.07.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'954 CHF | 60'204 CHF | 99.85% | 99.85% |
05.07.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'456 CHF | 58'706 CHF | 100.00% | 100.00% |
04.07.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 60'684 CHF | 61'934 CHF | 100.00% | 100.00% |
03.07.2024 | 2.00% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 116'711 | 116'711 | 57'634 CHF | 58'801 CHF | 99.24% | 99.24% |
02.07.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'698 CHF | 57'698 CHF | 99.65% | 99.65% |