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 | 1.25% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'625 CHF | 80'625 CHF | 99.76% | 99.76% |
12.07.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 80'555 CHF | 81'555 CHF | 98.93% | 98.93% |
11.07.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 99'046 | 99'046 | 81'215 CHF | 82'220 CHF | 95.35% | 95.35% |
10.07.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'302 CHF | 84'302 CHF | 99.99% | 99.99% |
09.07.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'224 CHF | 84'224 CHF | 100.00% | 100.00% |
08.07.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'042 CHF | 82'042 CHF | 100.00% | 100.00% |
05.07.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 99'969 | 99'969 | 83'513 CHF | 84'513 CHF | 98.88% | 98.88% |
04.07.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'675 CHF | 86'675 CHF | 99.16% | 99.16% |
03.07.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'727 CHF | 88'727 CHF | 99.39% | 99.39% |
02.07.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'130 CHF | 90'130 CHF | 99.99% | 99.99% |