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 | 1.92% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'888 | 100'000 | 52'139 CHF | 52'706 CHF | 99.72% | 99.72% |
12.07.2024 | 1.86% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 100'096 | 100'000 | 53'425 CHF | 54'378 CHF | 97.14% | 97.14% |
11.07.2024 | 1.66% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'688 CHF | 60'688 CHF | 99.09% | 99.09% |
10.07.2024 | 1.62% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'324 CHF | 62'324 CHF | 98.75% | 98.75% |
09.07.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'465 CHF | 60'465 CHF | 100.00% | 100.00% |
08.07.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'756 CHF | 59'756 CHF | 98.75% | 98.75% |
05.07.2024 | 1.76% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'453 CHF | 57'453 CHF | 98.35% | 98.35% |
04.07.2024 | 1.64% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'445 CHF | 61'445 CHF | 100.00% | 100.00% |
03.07.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'346 CHF | 62'346 CHF | 98.93% | 98.93% |
02.07.2024 | 1.50% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'168 CHF | 67'168 CHF | 98.91% | 98.91% |