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 | 1.84% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'052 | 100'000 | 53'905 CHF | 54'880 CHF | 99.72% | 99.72% |
12.07.2024 | 1.89% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 101'525 | 100'000 | 53'238 CHF | 53'500 CHF | 97.13% | 97.13% |
11.07.2024 | 2.15% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 113'492 | 100'000 | 52'279 CHF | 47'101 CHF | 99.08% | 99.08% |
10.07.2024 | 2.22% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 117'985 | 100'000 | 52'463 CHF | 45'494 CHF | 98.75% | 98.75% |
09.07.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 111'040 | 100'000 | 51'655 CHF | 47'535 CHF | 100.00% | 100.00% |
08.07.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 52'183 CHF | 48'439 CHF | 98.75% | 98.75% |
05.07.2024 | 1.99% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 102'405 | 100'000 | 50'987 CHF | 50'842 CHF | 98.35% | 98.35% |
04.07.2024 | 2.15% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 113'692 | 100'000 | 52'190 CHF | 46'935 CHF | 100.00% | 100.00% |
03.07.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 116'537 | 100'000 | 52'743 CHF | 46'298 CHF | 98.93% | 98.93% |
02.07.2024 | 2.45% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 128'922 | 100'000 | 51'960 CHF | 41'349 CHF | 98.91% | 98.91% |