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 | 1.19% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'550 CHF | 84'550 CHF | 100.00% | 100.00% |
12.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'980 CHF | 83'980 CHF | 97.77% | 97.77% |
11.07.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'056 CHF | 85'056 CHF | 84.67% | 84.67% |
10.07.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'378 CHF | 87'378 CHF | 99.76% | 99.76% |
09.07.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'361 CHF | 89'361 CHF | 100.00% | 100.00% |
08.07.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'736 CHF | 87'736 CHF | 98.99% | 98.99% |
05.07.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'409 CHF | 86'409 CHF | 100.00% | 100.00% |
04.07.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'760 CHF | 86'760 CHF | 98.17% | 98.17% |
03.07.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'888 CHF | 87'888 CHF | 100.00% | 100.00% |
02.07.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'529 CHF | 89'529 CHF | 100.00% | 100.00% |