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 | 2.01% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 106'567 | 100'000 | 52'398 CHF | 50'200 CHF | 99.66% | 99.66% |
12.07.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 109'524 | 100'000 | 52'913 CHF | 49'319 CHF | 99.01% | 99.01% |
11.07.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 110'410 | 100'000 | 52'010 CHF | 48'195 CHF | 99.09% | 99.09% |
10.07.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 110'076 | 100'000 | 51'768 CHF | 48'031 CHF | 100.00% | 100.00% |
09.07.2024 | 2.25% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 119'556 | 100'000 | 52'564 CHF | 44'975 CHF | 100.00% | 100.00% |
08.07.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 127'755 | 100'000 | 52'659 CHF | 42'239 CHF | 100.00% | 100.00% |
05.07.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 126'300 | 100'000 | 52'184 CHF | 42'339 CHF | 98.98% | 98.98% |
04.07.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 51'961 CHF | 44'301 CHF | 100.00% | 100.00% |
03.07.2024 | 2.08% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 109'389 | 100'000 | 52'089 CHF | 48'685 CHF | 99.99% | 99.99% |
02.07.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'717 CHF | 54'717 CHF | 100.00% | 100.00% |