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 | 2.04% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 88'820 | 88'820 | 44'336 CHF | 45'226 CHF | 100.00% | 100.00% |
12.07.2024 | 2.12% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 86'692 | 86'692 | 41'813 CHF | 42'690 CHF | 100.00% | 100.00% |
11.07.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 88'672 | 88'672 | 47'781 CHF | 48'670 CHF | 100.00% | 100.00% |
10.07.2024 | 1.79% | 0.57 CHF | 0.58 CHF | 205'000 | 205'000 | 91'698 | 91'698 | 51'992 CHF | 52'913 CHF | 99.90% | 99.90% |
09.07.2024 | 2.15% | 0.58 CHF | 0.59 CHF | 210'000 | 210'000 | 89'158 | 89'158 | 51'608 CHF | 52'540 CHF | 99.65% | 99.65% |
08.07.2024 | 1.90% | 0.58 CHF | 0.59 CHF | 210'000 | 210'000 | 91'234 | 91'234 | 52'223 CHF | 53'165 CHF | 99.31% | 99.31% |
05.07.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 210'000 | 210'000 | 93'269 | 93'269 | 53'766 CHF | 54'702 CHF | 99.90% | 99.90% |
04.07.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 82'000 | 82'000 | 66'094 | 66'094 | 37'848 CHF | 38'509 CHF | 99.64% | 99.64% |
03.07.2024 | 1.93% | 0.59 CHF | 0.60 CHF | 210'000 | 210'000 | 87'261 | 87'261 | 51'152 CHF | 52'090 CHF | 100.00% | 100.00% |
02.07.2024 | 1.70% | 0.61 CHF | 0.62 CHF | 210'000 | 210'000 | 93'643 | 93'643 | 56'943 CHF | 57'887 CHF | 100.00% | 100.00% |