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 | 1.97% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 101'513 | 100'000 | 51'035 CHF | 51'297 CHF | 99.66% | 99.66% |
12.07.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'513 CHF | 52'513 CHF | 99.01% | 99.01% |
11.07.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'632 CHF | 53'632 CHF | 99.02% | 99.02% |
10.07.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'850 CHF | 53'850 CHF | 100.00% | 100.00% |
09.07.2024 | 1.77% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'956 CHF | 56'956 CHF | 100.00% | 100.00% |
08.07.2024 | 1.68% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'895 CHF | 59'895 CHF | 100.00% | 100.00% |
05.07.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'966 CHF | 59'966 CHF | 98.98% | 98.98% |
04.07.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'779 CHF | 57'779 CHF | 100.00% | 100.00% |
03.07.2024 | 1.90% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'179 | 100'000 | 52'403 CHF | 53'315 CHF | 99.99% | 99.99% |
02.07.2024 | 2.14% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 112'342 | 100'000 | 51'941 CHF | 47'283 CHF | 100.00% | 100.00% |