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 | 1.85% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 99'069 | 98'038 | 53'534 CHF | 53'965 CHF | 99.68% | 99.95% |
12.07.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 99'335 | 98'836 | 55'706 CHF | 56'416 CHF | 98.81% | 99.95% |
11.07.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 99'344 | 98'831 | 58'577 CHF | 59'276 CHF | 98.11% | 99.25% |
10.07.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 99'074 | 98'213 | 61'743 CHF | 62'191 CHF | 99.44% | 99.91% |
09.07.2024 | 1.60% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'068 | 98'468 | 62'093 CHF | 62'701 CHF | 99.11% | 99.93% |
08.07.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 99'014 | 98'482 | 60'631 CHF | 61'293 CHF | 93.24% | 99.88% |
05.07.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 99'395 | 98'374 | 62'182 CHF | 62'527 CHF | 99.30% | 99.86% |
04.07.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'075 | 98'036 | 64'455 CHF | 64'760 CHF | 99.65% | 99.91% |
03.07.2024 | 1.47% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 99'374 | 98'325 | 67'577 CHF | 67'850 CHF | 99.36% | 99.78% |
02.07.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 99'068 | 98'528 | 71'747 CHF | 72'346 CHF | 99.03% | 99.88% |