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 | 1.77% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'893 CHF | 56'893 CHF | 99.05% | 99.05% |
12.07.2024 | 1.67% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'388 CHF | 60'388 CHF | 98.83% | 98.83% |
11.07.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'656 CHF | 59'656 CHF | 98.28% | 98.28% |
10.07.2024 | 1.68% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'095 CHF | 60'095 CHF | 95.12% | 95.12% |
09.07.2024 | 1.82% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'427 CHF | 55'427 CHF | 98.63% | 98.63% |
08.07.2024 | 1.99% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 110'478 | 110'478 | 54'988 CHF | 56'093 CHF | 98.58% | 98.58% |
05.07.2024 | 1.97% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 105'158 | 105'158 | 52'713 CHF | 53'765 CHF | 99.17% | 99.17% |
04.07.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'981 CHF | 52'981 CHF | 99.18% | 99.18% |
03.07.2024 | 1.81% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'774 CHF | 55'774 CHF | 98.44% | 98.44% |
02.07.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'313 CHF | 58'313 CHF | 98.79% | 98.79% |