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 | 0.82% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'073 CHF | 122'073 CHF | 99.75% | 99.75% |
12.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 122'358 CHF | 123'358 CHF | 98.93% | 98.93% |
11.07.2024 | 0.86% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 99'069 | 99'069 | 122'640 CHF | 123'644 CHF | 97.78% | 97.78% |
10.07.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 125'609 CHF | 126'609 CHF | 99.99% | 99.99% |
09.07.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 126'189 CHF | 127'189 CHF | 100.00% | 100.00% |
08.07.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 126'994 CHF | 127'994 CHF | 99.85% | 99.85% |
05.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 100'000 | 100'000 | 99'969 | 99'969 | 125'939 CHF | 126'939 CHF | 98.93% | 98.93% |
04.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 126'090 CHF | 127'090 CHF | 99.06% | 99.06% |
03.07.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 126'494 CHF | 127'494 CHF | 99.39% | 99.39% |
02.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 129'382 CHF | 130'382 CHF | 100.00% | 100.00% |