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 | 1.70% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'366 CHF | 59'366 CHF | 98.22% | 98.22% |
12.07.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'380 CHF | 61'380 CHF | 99.01% | 99.01% |
11.07.2024 | 1.74% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'999 CHF | 57'999 CHF | 99.08% | 99.08% |
10.07.2024 | 1.95% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 101'593 | 100'000 | 51'556 CHF | 51'797 CHF | 100.00% | 100.00% |
09.07.2024 | 2.17% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 113'894 | 100'000 | 51'945 CHF | 46'647 CHF | 100.00% | 100.00% |
08.07.2024 | 1.95% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 100'573 | 100'000 | 50'947 CHF | 51'667 CHF | 100.00% | 100.00% |
05.07.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'444 CHF | 54'444 CHF | 98.98% | 98.98% |
04.07.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'228 CHF | 54'228 CHF | 99.49% | 99.49% |
03.07.2024 | 1.98% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 103'415 | 100'000 | 51'706 CHF | 51'046 CHF | 100.00% | 100.00% |
02.07.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 115'083 | 100'000 | 52'245 CHF | 46'447 CHF | 98.10% | 98.10% |