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 | 0.70% | 1.43 CHF | 1.44 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 141'848 CHF | 142'848 CHF | 100.00% | 100.00% |
12.07.2024 | 0.68% | 1.41 CHF | 1.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 146'631 CHF | 147'631 CHF | 98.99% | 98.99% |
11.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 146'095 CHF | 147'095 CHF | 99.83% | 99.83% |
10.07.2024 | 0.72% | 1.47 CHF | 1.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 137'897 CHF | 138'897 CHF | 99.85% | 99.85% |
09.07.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 132'578 CHF | 133'578 CHF | 100.00% | 100.00% |
08.07.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 135'062 CHF | 136'062 CHF | 100.00% | 100.00% |
05.07.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 131'958 CHF | 132'958 CHF | 99.27% | 99.27% |
04.07.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 127'837 CHF | 128'837 CHF | 100.00% | 100.00% |
03.07.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 127'434 CHF | 128'434 CHF | 99.23% | 99.23% |
02.07.2024 | 0.78% | 1.32 CHF | 1.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 128'134 CHF | 129'134 CHF | 99.97% | 99.97% |