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 | 1.95% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 101'166 | 100'000 | 51'442 CHF | 51'871 CHF | 99.66% | 99.66% |
12.07.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 102'305 | 100'000 | 51'036 CHF | 50'906 CHF | 99.01% | 99.01% |
11.07.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 106'368 | 100'000 | 51'805 CHF | 49'772 CHF | 99.09% | 99.09% |
10.07.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 108'131 | 100'000 | 52'551 CHF | 49'623 CHF | 100.00% | 100.00% |
09.07.2024 | 2.17% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 114'730 | 100'000 | 52'323 CHF | 46'648 CHF | 100.00% | 100.00% |
08.07.2024 | 2.31% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 51'428 CHF | 43'857 CHF | 100.00% | 100.00% |
05.07.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 51'555 CHF | 43'962 CHF | 98.98% | 98.98% |
04.07.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 119'378 | 100'000 | 53'659 CHF | 45'954 CHF | 100.00% | 100.00% |
03.07.2024 | 2.01% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 104'313 | 100'000 | 51'421 CHF | 50'362 CHF | 99.99% | 99.99% |
02.07.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'205 CHF | 56'205 CHF | 100.00% | 100.00% |