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 | 2.29% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 120'452 | 100'000 | 51'940 CHF | 44'129 CHF | 99.66% | 99.66% |
12.07.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 53'061 CHF | 45'218 CHF | 99.01% | 99.01% |
11.07.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 114'390 | 100'000 | 51'826 CHF | 46'374 CHF | 99.09% | 99.09% |
10.07.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 113'297 | 100'000 | 51'659 CHF | 46'628 CHF | 100.00% | 100.00% |
09.07.2024 | 2.03% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 106'845 | 100'000 | 51'999 CHF | 49'707 CHF | 100.00% | 100.00% |
08.07.2024 | 1.92% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'680 CHF | 52'680 CHF | 100.00% | 100.00% |
05.07.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'530 CHF | 52'530 CHF | 98.98% | 98.98% |
04.07.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 104'627 | 100'000 | 51'802 CHF | 50'535 CHF | 100.00% | 100.00% |
03.07.2024 | 2.20% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 116'075 | 100'000 | 52'117 CHF | 45'962 CHF | 99.99% | 99.99% |
02.07.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 132'666 | 100'000 | 51'744 CHF | 40'052 CHF | 100.00% | 100.00% |