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 | 1.80% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'940 CHF | 55'940 CHF | 100.00% | 100.00% |
12.07.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'433 CHF | 55'433 CHF | 99.66% | 99.66% |
11.07.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'948 CHF | 57'948 CHF | 99.16% | 99.16% |
10.07.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'718 CHF | 60'718 CHF | 96.08% | 96.08% |
09.07.2024 | 1.64% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'686 CHF | 61'686 CHF | 99.65% | 99.65% |
08.07.2024 | 1.89% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 101'046 | 101'046 | 52'958 CHF | 53'968 CHF | 99.83% | 99.83% |
05.07.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'857 CHF | 56'857 CHF | 100.00% | 100.00% |
04.07.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'549 CHF | 56'549 CHF | 100.00% | 100.00% |
03.07.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 99'533 | 99'532 | 59'908 CHF | 60'903 CHF | 99.23% | 99.23% |
02.07.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 77'937 | 77'937 | 52'447 CHF | 53'226 CHF | 99.66% | 99.66% |