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 | 1.36% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'940 CHF | 73'940 CHF | 99.75% | 99.75% |
12.07.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 74'166 CHF | 75'166 CHF | 98.93% | 98.93% |
11.07.2024 | 1.41% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 99'069 | 99'069 | 74'977 CHF | 75'982 CHF | 97.79% | 97.79% |
10.07.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'511 CHF | 78'511 CHF | 99.99% | 99.99% |
09.07.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'898 CHF | 78'898 CHF | 99.99% | 99.99% |
08.07.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'821 CHF | 79'821 CHF | 100.00% | 100.00% |
05.07.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 99'969 | 99'969 | 77'502 CHF | 78'502 CHF | 98.94% | 98.94% |
04.07.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'962 CHF | 78'962 CHF | 87.87% | 87.87% |
03.07.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'289 CHF | 79'289 CHF | 99.42% | 99.42% |
02.07.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'101 CHF | 82'101 CHF | 100.00% | 100.00% |