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 | 0.82% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'169 CHF | 122'169 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 123'080 CHF | 124'080 CHF | 99.78% | 99.78% |
11.07.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 125'929 CHF | 126'929 CHF | 100.00% | 100.00% |
10.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 129'513 CHF | 130'513 CHF | 94.70% | 94.70% |
09.07.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 129'707 CHF | 130'707 CHF | 99.67% | 99.67% |
08.07.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 127'971 CHF | 128'971 CHF | 100.00% | 100.00% |
05.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 129'397 CHF | 130'397 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 132'050 CHF | 133'050 CHF | 100.00% | 100.00% |
03.07.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 134'935 CHF | 135'935 CHF | 99.33% | 99.33% |
02.07.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'478 CHF | 140'478 CHF | 99.62% | 99.62% |