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 | 1.77% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 94'391 | 75'000 | 52'816 CHF | 42'755 CHF | 98.72% | 98.72% |
12.07.2024 | 1.80% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 97'533 | 75'000 | 53'549 CHF | 41'977 CHF | 99.38% | 99.38% |
11.07.2024 | 1.91% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 99'449 | 75'000 | 51'747 CHF | 39'792 CHF | 99.15% | 99.15% |
10.07.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 109'929 | 75'000 | 53'149 CHF | 37'012 CHF | 100.00% | 100.00% |
09.07.2024 | 1.97% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 103'803 | 75'000 | 52'059 CHF | 38'415 CHF | 100.00% | 100.00% |
08.07.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 101'998 | 75'000 | 51'575 CHF | 38'700 CHF | 100.00% | 100.00% |
05.07.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 92'196 | 75'000 | 51'449 CHF | 42'643 CHF | 99.62% | 99.62% |
04.07.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 99'969 | 75'000 | 54'222 CHF | 41'430 CHF | 100.00% | 100.00% |
03.07.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 101'317 | 75'000 | 51'403 CHF | 38'827 CHF | 99.73% | 99.73% |
02.07.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 52'395 CHF | 33'497 CHF | 100.00% | 100.00% |