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 | 1.59% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'456 CHF | 63'456 CHF | 98.22% | 98.22% |
12.07.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'501 CHF | 65'501 CHF | 99.01% | 99.01% |
11.07.2024 | 1.62% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'152 CHF | 62'152 CHF | 99.08% | 99.08% |
10.07.2024 | 1.81% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'837 CHF | 55'837 CHF | 100.00% | 100.00% |
09.07.2024 | 1.99% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 103'795 | 100'000 | 51'555 CHF | 50'712 CHF | 100.00% | 100.00% |
08.07.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'718 CHF | 55'718 CHF | 100.00% | 100.00% |
05.07.2024 | 1.72% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'562 CHF | 58'562 CHF | 98.98% | 98.98% |
04.07.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'334 CHF | 58'334 CHF | 99.50% | 99.50% |
03.07.2024 | 1.83% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'225 CHF | 55'225 CHF | 100.00% | 100.00% |
02.07.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 104'980 | 100'000 | 52'035 CHF | 50'619 CHF | 100.00% | 100.00% |