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 | 3.04% | 0.33 CHF | 0.34 CHF | 100'000 | 100'000 | 96'866 | 96'866 | 31'659 CHF | 32'633 CHF | 100.00% | 100.00% |
12.07.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 100'000 | 100'000 | 97'397 | 97'397 | 33'929 CHF | 34'903 CHF | 100.00% | 100.00% |
11.07.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 100'000 | 100'000 | 97'395 | 97'395 | 34'909 CHF | 35'883 CHF | 100.00% | 100.00% |
10.07.2024 | 3.00% | 0.34 CHF | 0.35 CHF | 100'000 | 100'000 | 98'092 | 98'092 | 32'196 CHF | 33'177 CHF | 100.00% | 100.00% |
09.07.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 100'000 | 100'000 | 97'156 | 97'156 | 33'526 CHF | 34'500 CHF | 100.00% | 100.00% |
08.07.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 100'000 | 100'000 | 97'216 | 97'216 | 32'424 CHF | 33'398 CHF | 99.99% | 99.99% |
05.07.2024 | 2.64% | 0.36 CHF | 0.37 CHF | 100'000 | 100'000 | 97'389 | 97'389 | 36'417 CHF | 37'391 CHF | 99.82% | 99.82% |
04.07.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 100'000 | 100'000 | 97'381 | 97'381 | 39'972 CHF | 40'946 CHF | 99.50% | 99.50% |
03.07.2024 | 2.60% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 97'377 | 97'377 | 37'016 CHF | 37'990 CHF | 99.35% | 99.35% |
02.07.2024 | 3.02% | 0.32 CHF | 0.33 CHF | 110'000 | 110'000 | 105'809 | 105'809 | 34'522 CHF | 35'580 CHF | 100.00% | 100.00% |