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 | 1.94% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 100'022 | 75'000 | 53'183 CHF | 40'659 CHF | 98.73% | 98.73% |
12.07.2024 | 1.92% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 100'107 | 75'000 | 51'629 CHF | 39'433 CHF | 99.38% | 99.38% |
11.07.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 103'267 | 75'000 | 51'559 CHF | 38'221 CHF | 99.15% | 99.15% |
10.07.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 107'641 | 75'000 | 52'315 CHF | 37'226 CHF | 99.38% | 99.38% |
09.07.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 113'845 | 75'000 | 52'505 CHF | 35'413 CHF | 100.00% | 100.00% |
08.07.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 109'865 | 75'000 | 52'886 CHF | 36'855 CHF | 100.00% | 100.00% |
05.07.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 102'163 | 75'000 | 51'035 CHF | 38'291 CHF | 99.62% | 99.62% |
04.07.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 104'025 | 75'000 | 51'562 CHF | 37'958 CHF | 100.00% | 100.00% |
03.07.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 109'445 | 75'000 | 52'161 CHF | 36'534 CHF | 99.72% | 99.72% |
02.07.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 130'472 | 75'000 | 52'316 CHF | 30'829 CHF | 100.00% | 100.00% |