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 | 1.57% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'018 CHF | 64'018 CHF | 99.21% | 99.21% |
12.07.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 64'284 CHF | 65'284 CHF | 98.93% | 98.93% |
11.07.2024 | 1.62% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 99'069 | 99'069 | 65'125 CHF | 66'130 CHF | 97.80% | 97.80% |
10.07.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'567 CHF | 68'567 CHF | 99.99% | 99.99% |
09.07.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'052 CHF | 69'052 CHF | 100.00% | 100.00% |
08.07.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'895 CHF | 69'895 CHF | 100.00% | 100.00% |
05.07.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 99'969 | 99'969 | 67'679 CHF | 68'679 CHF | 98.93% | 98.93% |
04.07.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'073 CHF | 69'073 CHF | 88.02% | 88.02% |
03.07.2024 | 1.45% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'351 CHF | 69'351 CHF | 99.36% | 99.36% |
02.07.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'162 CHF | 72'162 CHF | 100.00% | 100.00% |