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 | 2.44% | 0.46 CHF | 0.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 40'675 CHF | 41'675 CHF | 98.35% | 98.35% |
12.07.2024 | 2.38% | 0.33 CHF | 0.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 41'808 CHF | 42'808 CHF | 99.05% | 99.05% |
11.07.2024 | 2.08% | 0.46 CHF | 0.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 47'708 CHF | 48'708 CHF | 97.48% | 97.48% |
10.07.2024 | 1.72% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'628 CHF | 58'628 CHF | 98.65% | 98.65% |
09.07.2024 | 1.75% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'773 CHF | 57'773 CHF | 98.76% | 98.76% |
08.07.2024 | 2.29% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 43'240 CHF | 44'240 CHF | 99.05% | 99.05% |
05.07.2024 | 2.33% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 42'630 CHF | 43'630 CHF | 98.31% | 98.31% |
04.07.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 46'202 CHF | 47'202 CHF | 95.74% | 95.74% |
03.07.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'464 CHF | 52'464 CHF | 99.36% | 99.36% |
02.07.2024 | 1.48% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'209 CHF | 68'209 CHF | 99.47% | 99.47% |