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 | 3.14% | 0.53 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'980 CHF | 26'818 CHF | 98.72% | 98.72% |
12.07.2024 | 3.60% | 0.50 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'230 CHF | 26'554 CHF | 99.38% | 99.38% |
11.07.2024 | 2.93% | 0.52 CHF | 0.54 CHF | 100'000 | 50'000 | 99'746 | 50'000 | 53'935 CHF | 27'842 CHF | 99.15% | 99.15% |
10.07.2024 | 3.06% | 0.54 CHF | 0.56 CHF | 100'000 | 50'000 | 98'357 | 50'000 | 54'018 CHF | 28'321 CHF | 100.00% | 100.00% |
09.07.2024 | 3.33% | 0.57 CHF | 0.59 CHF | 90'000 | 50'000 | 98'465 | 50'000 | 54'006 CHF | 28'364 CHF | 100.00% | 100.00% |
08.07.2024 | 3.60% | 0.53 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'979 CHF | 27'460 CHF | 100.00% | 100.00% |
05.07.2024 | 3.73% | 0.53 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'203 CHF | 27'092 CHF | 99.62% | 99.62% |
04.07.2024 | 3.38% | 0.53 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'939 CHF | 27'380 CHF | 100.00% | 100.00% |
03.07.2024 | 3.31% | 0.54 CHF | 0.56 CHF | 100'000 | 50'000 | 98'958 | 50'000 | 54'353 CHF | 28'393 CHF | 99.73% | 99.73% |
02.07.2024 | 2.66% | 0.57 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 51'237 CHF | 29'232 CHF | 99.38% | 99.38% |