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 | 2.09% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 110'002 | 75'000 | 52'112 CHF | 36'281 CHF | 98.73% | 98.73% |
12.07.2024 | 2.04% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 108'630 | 75'000 | 52'678 CHF | 37'185 CHF | 99.38% | 99.38% |
11.07.2024 | 1.93% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 102'306 | 75'000 | 52'448 CHF | 39'248 CHF | 99.16% | 99.16% |
10.07.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 97'535 | 75'000 | 53'794 CHF | 42'142 CHF | 100.00% | 100.00% |
09.07.2024 | 1.86% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 98'785 | 75'000 | 52'698 CHF | 40'786 CHF | 100.00% | 100.00% |
08.07.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 99'979 | 75'000 | 52'887 CHF | 40'424 CHF | 100.00% | 100.00% |
05.07.2024 | 2.07% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 108'146 | 75'000 | 51'815 CHF | 36'718 CHF | 99.62% | 99.62% |
04.07.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 105'453 | 75'000 | 52'285 CHF | 37'960 CHF | 100.00% | 100.00% |
03.07.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 99'356 | 75'000 | 52'694 CHF | 40'543 CHF | 99.73% | 99.73% |
02.07.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 54'224 CHF | 45'937 CHF | 100.00% | 100.00% |