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 | 2.00% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 105'032 | 100'000 | 51'912 CHF | 50'456 CHF | 98.22% | 98.22% |
12.07.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'125 | 100'000 | 51'563 CHF | 52'501 CHF | 99.01% | 99.01% |
11.07.2024 | 2.06% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 108'478 | 100'000 | 52'162 CHF | 49'112 CHF | 99.08% | 99.08% |
10.07.2024 | 2.37% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 123'149 | 100'000 | 51'434 CHF | 42'837 CHF | 100.00% | 100.00% |
09.07.2024 | 2.69% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 141'654 | 100'000 | 51'976 CHF | 37'712 CHF | 100.00% | 100.00% |
08.07.2024 | 2.37% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 124'373 | 100'000 | 51'850 CHF | 42'718 CHF | 100.00% | 100.00% |
05.07.2024 | 2.22% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 118'854 | 100'000 | 52'948 CHF | 45'562 CHF | 98.98% | 98.98% |
04.07.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 53'201 CHF | 45'334 CHF | 99.50% | 99.50% |
03.07.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 126'727 | 100'000 | 52'185 CHF | 42'225 CHF | 100.00% | 100.00% |
02.07.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 141'494 | 100'000 | 51'756 CHF | 37'619 CHF | 100.00% | 100.00% |