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 | 1.59% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'288 CHF | 63'288 CHF | 93.44% | 93.44% |
12.07.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 64'122 CHF | 65'122 CHF | 98.92% | 98.92% |
11.07.2024 | 1.59% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 99'069 | 99'069 | 66'350 CHF | 67'354 CHF | 97.72% | 97.72% |
10.07.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'357 CHF | 71'357 CHF | 99.99% | 99.99% |
09.07.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'652 CHF | 71'652 CHF | 100.00% | 100.00% |
08.07.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'100 CHF | 70'100 CHF | 99.99% | 99.99% |
05.07.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 99'971 | 99'971 | 70'355 CHF | 71'355 CHF | 98.92% | 98.92% |
04.07.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'845 CHF | 73'845 CHF | 25.59% | 25.59% |
03.07.2024 | 1.31% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'774 CHF | 76'774 CHF | 99.41% | 99.41% |
02.07.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'120 CHF | 81'120 CHF | 100.00% | 100.00% |