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 | 2.02% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 119'118 | 119'118 | 58'329 CHF | 59'521 CHF | 100.00% | 100.00% |
12.07.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 121'518 | 121'517 | 58'487 CHF | 59'702 CHF | 99.67% | 99.67% |
11.07.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 50'929 CHF | 51'929 CHF | 99.13% | 99.13% |
10.07.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'846 CHF | 54'846 CHF | 96.07% | 96.07% |
09.07.2024 | 1.81% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'058 | 100'058 | 54'861 CHF | 55'862 CHF | 99.66% | 99.66% |
08.07.2024 | 2.15% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 124'902 | 124'902 | 57'587 CHF | 58'836 CHF | 99.85% | 99.85% |
05.07.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 106'769 | 106'769 | 53'175 CHF | 54'243 CHF | 100.00% | 100.00% |
04.07.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 113'802 | 113'802 | 56'148 CHF | 57'287 CHF | 100.00% | 100.00% |
03.07.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'460 CHF | 55'460 CHF | 99.25% | 99.25% |
02.07.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'176 CHF | 63'176 CHF | 99.66% | 99.66% |