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 | 1.78% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'758 CHF | 56'758 CHF | 99.72% | 99.72% |
12.07.2024 | 1.83% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'528 | 100'000 | 54'571 CHF | 55'312 CHF | 97.14% | 97.14% |
11.07.2024 | 2.06% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 108'876 | 100'000 | 52'216 CHF | 48'981 CHF | 99.09% | 99.09% |
10.07.2024 | 2.14% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 112'787 | 100'000 | 52'042 CHF | 47'172 CHF | 98.75% | 98.75% |
09.07.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 109'049 | 100'000 | 52'768 CHF | 49'403 CHF | 100.00% | 100.00% |
08.07.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 106'553 | 100'000 | 52'440 CHF | 50'244 CHF | 98.75% | 98.75% |
05.07.2024 | 1.92% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 101'604 | 100'000 | 52'329 CHF | 52'547 CHF | 98.35% | 98.35% |
04.07.2024 | 2.08% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 108'965 | 100'000 | 51'791 CHF | 48'555 CHF | 100.00% | 100.00% |
03.07.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'451 | 100'000 | 51'963 CHF | 48'054 CHF | 98.28% | 98.28% |
02.07.2024 | 2.35% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 123'821 | 100'000 | 52'161 CHF | 43'172 CHF | 98.91% | 98.91% |