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 | 1.51% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 60'713 | 60'713 | 48'303 CHF | 49'013 CHF | 99.33% | 99.33% |
12.07.2024 | 1.57% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 60'681 | 60'681 | 50'821 CHF | 51'594 CHF | 99.64% | 99.64% |
11.07.2024 | 1.70% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 61'421 | 61'421 | 52'433 CHF | 53'275 CHF | 93.19% | 93.19% |
10.07.2024 | 1.49% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 63'295 | 63'295 | 54'522 CHF | 55'295 CHF | 80.03% | 80.03% |
09.07.2024 | 1.71% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 60'682 | 60'682 | 49'135 CHF | 49'936 CHF | 99.63% | 99.63% |
08.07.2024 | 1.44% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 60'683 | 60'683 | 46'283 CHF | 46'943 CHF | 99.62% | 99.62% |
05.07.2024 | 1.50% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 60'875 | 60'875 | 46'954 CHF | 47'646 CHF | 98.32% | 98.32% |
04.07.2024 | 1.40% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 62'120 | 62'120 | 48'312 CHF | 48'983 CHF | 88.23% | 88.23% |
03.07.2024 | 1.41% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 60'733 | 60'733 | 47'722 CHF | 48'390 CHF | 99.63% | 99.63% |
02.07.2024 | 1.64% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 60'674 | 60'674 | 51'940 CHF | 52'759 CHF | 99.63% | 99.63% |