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 | 2.54% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 144'399 | 144'399 | 56'086 CHF | 57'530 CHF | 86.33% | 86.33% |
12.07.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'082 CHF | 55'082 CHF | 98.82% | 98.82% |
11.07.2024 | 1.62% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'342 CHF | 62'342 CHF | 98.45% | 98.45% |
10.07.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'170 CHF | 62'170 CHF | 95.08% | 95.08% |
09.07.2024 | 1.54% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 99'991 | 99'992 | 64'473 CHF | 65'474 CHF | 98.67% | 98.67% |
08.07.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'039 CHF | 58'039 CHF | 98.59% | 98.59% |
05.07.2024 | 1.60% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'233 CHF | 63'233 CHF | 99.17% | 99.17% |
04.07.2024 | 1.64% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 99'992 | 60'679 CHF | 61'674 CHF | 99.18% | 99.18% |
03.07.2024 | 2.04% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 120'322 | 120'322 | 58'281 CHF | 59'484 CHF | 98.44% | 98.44% |
02.07.2024 | 2.27% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'582 | 125'582 | 54'698 CHF | 55'954 CHF | 98.84% | 98.84% |