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 | 2.08% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 51'229 CHF | 39'229 CHF | 99.40% | 99.40% |
12.07.2024 | 2.27% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 51'651 CHF | 39'627 CHF | 99.01% | 99.01% |
11.07.2024 | 2.27% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 105'076 | 75'000 | 52'124 CHF | 38'087 CHF | 99.08% | 99.08% |
10.07.2024 | 2.35% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 100'070 | 75'000 | 50'721 CHF | 38'918 CHF | 100.00% | 100.00% |
09.07.2024 | 2.16% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 94'801 | 75'000 | 52'077 CHF | 42'161 CHF | 93.15% | 93.15% |
08.07.2024 | 1.93% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 54'038 CHF | 41'318 CHF | 100.00% | 100.00% |
05.07.2024 | 2.22% | 0.53 CHF | 0.55 CHF | 100'000 | 75'000 | 95'966 | 75'000 | 52'474 CHF | 41'969 CHF | 95.32% | 95.32% |
04.07.2024 | 2.13% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 100'021 | 75'000 | 51'575 CHF | 39'506 CHF | 99.69% | 99.69% |
03.07.2024 | 2.12% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 102'570 | 75'000 | 51'093 CHF | 38'197 CHF | 99.50% | 99.50% |
02.07.2024 | 3.13% | 0.38 CHF | 0.39 CHF | 138'083 | 75'000 | 138'930 | 75'000 | 51'330 CHF | 28'596 CHF | 94.70% | 94.70% |