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 | 1.90% | 0.51 CHF | 0.52 CHF | 100'000 | 25'000 | 100'000 | 25'000 | 52'209 CHF | 13'302 CHF | 99.72% | 99.72% |
12.07.2024 | 1.91% | 0.54 CHF | 0.55 CHF | 100'000 | 25'000 | 100'000 | 25'000 | 51'957 CHF | 13'239 CHF | 99.01% | 99.01% |
11.07.2024 | 2.00% | 0.52 CHF | 0.53 CHF | 100'000 | 25'000 | 104'282 | 25'000 | 51'684 CHF | 12'656 CHF | 86.88% | 86.88% |
10.07.2024 | 2.13% | 0.48 CHF | 0.49 CHF | 110'000 | 25'000 | 110'002 | 25'000 | 51'156 CHF | 11'876 CHF | 94.59% | 94.59% |
09.07.2024 | 2.01% | 0.45 CHF | 0.46 CHF | 111'124 | 25'000 | 104'976 | 25'000 | 51'669 CHF | 12'577 CHF | 88.55% | 88.55% |
08.07.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 109'123 | 25'000 | 104'331 | 25'000 | 52'034 CHF | 12'728 CHF | 93.44% | 93.44% |
05.07.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100'000 | 25'000 | 100'000 | 25'000 | 51'460 CHF | 13'115 CHF | 98.98% | 98.98% |
04.07.2024 | 1.91% | 0.50 CHF | 0.51 CHF | 100'000 | 25'000 | 100'000 | 25'000 | 51'863 CHF | 13'216 CHF | 100.00% | 100.00% |
03.07.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 109'827 | 25'000 | 104'482 | 25'000 | 51'902 CHF | 12'675 CHF | 68.43% | 68.43% |
02.07.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 110'000 | 25'000 | 111'138 | 25'000 | 50'857 CHF | 11'693 CHF | 83.51% | 83.51% |