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 | 1.89% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'331 CHF | 53'331 CHF | 99.76% | 99.76% |
12.07.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 53'468 CHF | 54'469 CHF | 98.93% | 98.93% |
11.07.2024 | 1.94% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 99'068 | 99'068 | 54'361 CHF | 55'365 CHF | 97.68% | 97.68% |
10.07.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'684 CHF | 57'684 CHF | 99.99% | 99.99% |
09.07.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'308 CHF | 58'308 CHF | 100.00% | 100.00% |
08.07.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'082 CHF | 59'082 CHF | 100.00% | 100.00% |
05.07.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 99'972 | 99'972 | 57'013 CHF | 58'013 CHF | 98.91% | 98.91% |
04.07.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'126 CHF | 58'126 CHF | 99.03% | 99.03% |
03.07.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'517 CHF | 58'517 CHF | 99.39% | 99.39% |
02.07.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'399 CHF | 61'399 CHF | 100.00% | 100.00% |