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 | 1.99% | 0.47 CHF | 0.48 CHF | 125'000 | 124'700 | 103'620 | 103'620 | 51'537 CHF | 52'573 CHF | 88.97% | 88.97% |
12.07.2024 | 2.19% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 122'543 | 122'543 | 55'307 CHF | 56'532 CHF | 98.80% | 98.80% |
11.07.2024 | 1.81% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 102'975 | 102'975 | 56'206 CHF | 57'235 CHF | 92.22% | 92.22% |
10.07.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'755 | 100'755 | 51'148 CHF | 52'155 CHF | 93.98% | 93.98% |
09.07.2024 | 2.00% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 107'105 | 107'105 | 52'909 CHF | 53'980 CHF | 68.07% | 68.07% |
08.07.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'474 | 100'474 | 52'373 CHF | 53'377 CHF | 98.59% | 98.59% |
05.07.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'231 CHF | 58'481 CHF | 99.17% | 99.17% |
04.07.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'517 | 125'517 | 57'118 CHF | 58'373 CHF | 99.18% | 99.18% |
03.07.2024 | 2.56% | 0.41 CHF | 0.42 CHF | 150'000 | 150'000 | 146'825 | 146'824 | 56'587 CHF | 58'055 CHF | 98.45% | 98.45% |
02.07.2024 | 2.94% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 166'569 | 166'569 | 55'858 CHF | 57'523 CHF | 98.85% | 98.85% |