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 | 1.02% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 97'757 CHF | 98'757 CHF | 99.76% | 99.76% |
12.07.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 98'623 CHF | 99'623 CHF | 98.73% | 98.73% |
11.07.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 99'070 | 99'070 | 99'115 CHF | 100'120 CHF | 97.80% | 97.80% |
10.07.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'400 CHF | 102'400 CHF | 99.99% | 99.99% |
09.07.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'317 CHF | 102'317 CHF | 99.99% | 99.99% |
08.07.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'167 CHF | 100'167 CHF | 100.00% | 100.00% |
05.07.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 99'972 | 99'972 | 101'617 CHF | 102'618 CHF | 98.88% | 98.88% |
04.07.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 103'749 CHF | 104'749 CHF | 99.16% | 99.16% |
03.07.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 105'818 CHF | 106'818 CHF | 99.43% | 99.43% |
02.07.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 107'186 CHF | 108'186 CHF | 99.98% | 99.98% |