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 | 1.63% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'619 CHF | 89'052 CHF | 89.98% | 89.98% |
12.07.2024 | 1.69% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'379 CHF | 86'832 CHF | 86.85% | 86.85% |
11.07.2024 | 1.59% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'336 CHF | 89'747 CHF | 91.46% | 91.46% |
10.07.2024 | 1.72% | 0.82 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'003 CHF | 81'387 CHF | 99.39% | 99.39% |
09.07.2024 | 2.88% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 59'456 | 59'456 | 46'301 CHF | 47'579 CHF | 97.90% | 97.90% |
08.07.2024 | 1.88% | 0.76 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'126 CHF | 76'554 CHF | 100.00% | 100.00% |
05.07.2024 | 1.93% | 0.70 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'091 CHF | 73'492 CHF | 99.53% | 99.53% |
04.07.2024 | 1.86% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'178 CHF | 78'628 CHF | 99.58% | 99.58% |
03.07.2024 | 1.91% | 0.73 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'298 CHF | 74'711 CHF | 99.50% | 99.50% |
02.07.2024 | 1.83% | 0.79 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'176 CHF | 80'633 CHF | 98.04% | 98.04% |