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 | 1.78% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'811 CHF | 56'811 CHF | 98.22% | 98.22% |
12.07.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'830 CHF | 58'830 CHF | 99.01% | 99.01% |
11.07.2024 | 1.82% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'493 CHF | 55'493 CHF | 97.38% | 97.38% |
10.07.2024 | 2.05% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 109'385 | 100'000 | 52'686 CHF | 49'233 CHF | 100.00% | 100.00% |
09.07.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 120'282 | 100'000 | 51'736 CHF | 44'017 CHF | 99.33% | 99.33% |
08.07.2024 | 2.06% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 109'195 | 100'000 | 52'467 CHF | 49'063 CHF | 100.00% | 100.00% |
05.07.2024 | 1.94% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 101'470 | 100'000 | 51'660 CHF | 51'941 CHF | 98.98% | 98.98% |
04.07.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 50'561 CHF | 51'561 CHF | 99.50% | 99.50% |
03.07.2024 | 2.09% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 109'141 | 100'000 | 51'734 CHF | 48'454 CHF | 100.00% | 100.00% |
02.07.2024 | 2.31% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 120'591 | 100'000 | 51'731 CHF | 43'915 CHF | 98.44% | 98.44% |