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% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'713 CHF | 56'713 CHF | 99.05% | 99.05% |
12.07.2024 | 1.87% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'038 CHF | 54'038 CHF | 98.84% | 98.84% |
11.07.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'451 | 100'451 | 54'771 CHF | 55'776 CHF | 98.30% | 98.30% |
10.07.2024 | 1.86% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 104'320 | 104'320 | 55'519 CHF | 56'563 CHF | 95.11% | 95.11% |
09.07.2024 | 1.68% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'153 CHF | 60'153 CHF | 98.70% | 98.70% |
08.07.2024 | 1.52% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 99'919 | 99'919 | 65'337 CHF | 66'336 CHF | 98.57% | 98.57% |
05.07.2024 | 1.51% | 0.70 CHF | 0.71 CHF | 75'000 | 75'000 | 95'104 | 95'104 | 62'277 CHF | 63'228 CHF | 99.17% | 99.17% |
04.07.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'885 CHF | 64'885 CHF | 99.18% | 99.18% |
03.07.2024 | 1.63% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'792 CHF | 61'792 CHF | 98.44% | 98.44% |
02.07.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'569 CHF | 59'569 CHF | 98.78% | 98.78% |