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 | 1.84% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'811 CHF | 54'811 CHF | 98.22% | 98.22% |
12.07.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'830 CHF | 56'830 CHF | 99.01% | 99.01% |
11.07.2024 | 1.89% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'546 CHF | 53'546 CHF | 99.08% | 99.08% |
10.07.2024 | 2.14% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 111'881 | 100'000 | 51'785 CHF | 47'334 CHF | 100.00% | 100.00% |
09.07.2024 | 2.41% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 125'942 | 100'000 | 51'721 CHF | 42'097 CHF | 99.20% | 99.20% |
08.07.2024 | 2.14% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 111'742 | 100'000 | 51'550 CHF | 47'151 CHF | 100.00% | 100.00% |
05.07.2024 | 2.02% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 106'772 | 100'000 | 52'233 CHF | 49'952 CHF | 98.98% | 98.98% |
04.07.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 109'825 | 100'000 | 53'444 CHF | 49'666 CHF | 99.50% | 99.50% |
03.07.2024 | 2.17% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 116'175 | 100'000 | 52'837 CHF | 46'532 CHF | 100.00% | 100.00% |
02.07.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 126'157 | 100'000 | 51'641 CHF | 41'977 CHF | 100.00% | 100.00% |