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 | 1.85% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'584 CHF | 54'584 CHF | 98.22% | 98.22% |
12.07.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'646 CHF | 56'646 CHF | 99.01% | 99.01% |
11.07.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'284 CHF | 53'284 CHF | 97.70% | 97.70% |
10.07.2024 | 2.16% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 112'262 | 100'000 | 51'498 CHF | 46'921 CHF | 100.00% | 100.00% |
09.07.2024 | 2.42% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 127'138 | 100'000 | 51'821 CHF | 41'787 CHF | 100.00% | 100.00% |
08.07.2024 | 2.16% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 113'641 | 100'000 | 52'027 CHF | 46'812 CHF | 100.00% | 100.00% |
05.07.2024 | 2.04% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 108'410 | 100'000 | 52'720 CHF | 49'650 CHF | 98.98% | 98.98% |
04.07.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 53'196 CHF | 49'360 CHF | 99.50% | 99.50% |
03.07.2024 | 2.18% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 116'465 | 100'000 | 52'750 CHF | 46'343 CHF | 100.00% | 100.00% |
02.07.2024 | 2.43% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 127'043 | 100'000 | 51'624 CHF | 41'676 CHF | 100.00% | 100.00% |