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 | 2.11% | 0.45 CHF | 0.46 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 42'320 CHF | 43'220 CHF | 100.00% | 100.00% |
12.07.2024 | 1.87% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'954 CHF | 53'954 CHF | 100.00% | 100.00% |
11.07.2024 | 2.11% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 46'900 CHF | 47'900 CHF | 100.00% | 100.00% |
10.07.2024 | 2.37% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'135 CHF | 53'385 CHF | 100.00% | 100.00% |
09.07.2024 | 2.34% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 42'226 CHF | 43'226 CHF | 100.00% | 100.00% |
08.07.2024 | 2.04% | 0.44 CHF | 0.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 48'713 CHF | 49'713 CHF | 100.00% | 100.00% |
05.07.2024 | 1.81% | 0.52 CHF | 0.53 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 49'265 CHF | 50'165 CHF | 100.00% | 100.00% |
04.07.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'792 CHF | 54'792 CHF | 100.00% | 100.00% |
03.07.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'640 CHF | 54'640 CHF | 100.00% | 100.00% |
02.07.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 94'020 | 94'020 | 45'957 CHF | 46'897 CHF | 100.00% | 100.00% |