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 | 1.16% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'533 CHF | 86'533 CHF | 99.76% | 99.76% |
12.07.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 87'548 CHF | 88'548 CHF | 98.93% | 98.93% |
11.07.2024 | 1.18% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 99'070 | 99'070 | 89'499 CHF | 90'503 CHF | 97.80% | 97.80% |
10.07.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'972 CHF | 94'972 CHF | 99.99% | 99.99% |
09.07.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'097 CHF | 95'097 CHF | 100.00% | 100.00% |
08.07.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'359 CHF | 93'359 CHF | 100.00% | 100.00% |
05.07.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 99'971 | 99'971 | 93'838 CHF | 94'839 CHF | 98.89% | 98.89% |
04.07.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 96'354 CHF | 97'354 CHF | 99.00% | 99.00% |
03.07.2024 | 1.00% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'206 CHF | 100'206 CHF | 99.39% | 99.39% |
02.07.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 103'635 CHF | 104'635 CHF | 99.99% | 99.99% |