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 | 2.00% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 105'077 | 75'000 | 51'977 CHF | 37'908 CHF | 99.61% | 99.61% |
12.07.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 106'994 | 75'000 | 52'850 CHF | 37'819 CHF | 99.01% | 99.01% |
11.07.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 101'668 | 75'000 | 51'405 CHF | 38'691 CHF | 93.88% | 93.88% |
10.07.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 110'871 | 75'000 | 51'884 CHF | 35'863 CHF | 100.00% | 100.00% |
09.07.2024 | 1.87% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 52'935 CHF | 40'451 CHF | 100.00% | 100.00% |
08.07.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 96'570 | 75'000 | 52'602 CHF | 41'656 CHF | 97.53% | 97.53% |
05.07.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 99'829 | 75'000 | 53'240 CHF | 40'752 CHF | 98.69% | 98.69% |
04.07.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 53'236 CHF | 40'677 CHF | 87.44% | 87.44% |
03.07.2024 | 1.93% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 101'176 | 75'000 | 51'951 CHF | 39'285 CHF | 99.95% | 99.95% |
02.07.2024 | 2.20% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 116'191 | 75'000 | 52'280 CHF | 34'541 CHF | 100.00% | 100.00% |