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 | 1.75% | 0.55 CHF | 0.56 CHF | 100'000 | 25'000 | 92'374 | 25'000 | 52'216 CHF | 14'392 CHF | 99.72% | 99.72% |
12.07.2024 | 1.76% | 0.59 CHF | 0.60 CHF | 90'000 | 25'000 | 91'983 | 25'000 | 51'942 CHF | 14'377 CHF | 99.01% | 99.01% |
11.07.2024 | 1.83% | 0.57 CHF | 0.58 CHF | 90'000 | 25'000 | 98'035 | 25'000 | 53'058 CHF | 13'792 CHF | 99.09% | 99.09% |
10.07.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 100'000 | 25'000 | 100'000 | 25'000 | 50'626 CHF | 12'907 CHF | 100.00% | 100.00% |
09.07.2024 | 1.86% | 0.49 CHF | 0.50 CHF | 110'000 | 25'000 | 98'826 | 25'000 | 52'641 CHF | 13'588 CHF | 100.00% | 100.00% |
08.07.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 100'000 | 25'000 | 99'273 | 25'000 | 53'910 CHF | 13'829 CHF | 100.00% | 100.00% |
05.07.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 100'000 | 25'000 | 92'845 | 25'000 | 51'905 CHF | 14'234 CHF | 98.98% | 98.98% |
04.07.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 100'000 | 25'000 | 91'774 | 25'000 | 51'509 CHF | 14'287 CHF | 100.00% | 100.00% |
03.07.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100'000 | 25'000 | 99'702 | 25'000 | 54'002 CHF | 13'792 CHF | 100.00% | 100.00% |
02.07.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 100'000 | 25'000 | 104'098 | 25'000 | 52'030 CHF | 12'755 CHF | 100.00% | 100.00% |