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 | 1.72% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'788 CHF | 58'788 CHF | 98.22% | 98.22% |
12.07.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'830 CHF | 60'830 CHF | 99.01% | 99.01% |
11.07.2024 | 1.75% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'546 CHF | 57'546 CHF | 99.08% | 99.08% |
10.07.2024 | 1.97% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 101'951 | 100'000 | 51'159 CHF | 51'233 CHF | 100.00% | 100.00% |
09.07.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 116'552 | 100'000 | 52'438 CHF | 46'020 CHF | 99.01% | 99.01% |
08.07.2024 | 1.97% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 101'742 | 100'000 | 51'004 CHF | 51'151 CHF | 100.00% | 100.00% |
05.07.2024 | 1.87% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'941 CHF | 53'941 CHF | 98.98% | 98.98% |
04.07.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'561 CHF | 53'561 CHF | 99.50% | 99.50% |
03.07.2024 | 2.00% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 106'179 | 100'000 | 52'498 CHF | 50'498 CHF | 100.00% | 100.00% |
02.07.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 116'308 | 100'000 | 52'188 CHF | 45'915 CHF | 98.45% | 98.45% |