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 | 1.35% | 1.71 CHF | 1.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 178'150 CHF | 180'581 CHF | 51.72% | 51.72% |
12.07.2024 | 1.40% | 1.73 CHF | 1.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 173'768 CHF | 176'217 CHF | 87.00% | 87.00% |
11.07.2024 | 1.35% | 1.73 CHF | 1.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 177'029 CHF | 179'441 CHF | 91.47% | 91.47% |
10.07.2024 | 1.46% | 1.70 CHF | 1.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 166'770 CHF | 169'230 CHF | 99.39% | 99.39% |
09.07.2024 | 1.92% | 1.63 CHF | 1.65 CHF | 100'000 | 100'000 | 59'456 | 59'456 | 97'603 CHF | 99'421 CHF | 97.90% | 97.90% |
08.07.2024 | 1.50% | 1.62 CHF | 1.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 160'413 CHF | 162'838 CHF | 100.00% | 100.00% |
05.07.2024 | 1.51% | 1.54 CHF | 1.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 156'321 CHF | 158'704 CHF | 99.01% | 99.01% |
04.07.2024 | 1.43% | 1.63 CHF | 1.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 162'563 CHF | 164'899 CHF | 99.58% | 99.58% |
03.07.2024 | 1.51% | 1.57 CHF | 1.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 157'239 CHF | 159'630 CHF | 99.50% | 99.50% |
02.07.2024 | 1.48% | 1.65 CHF | 1.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 164'660 CHF | 167'106 CHF | 98.29% | 98.29% |