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 | 1.60% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'973 CHF | 62'973 CHF | 99.76% | 99.76% |
12.07.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 63'224 CHF | 64'225 CHF | 98.93% | 98.93% |
11.07.2024 | 1.64% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 99'069 | 99'069 | 64'108 CHF | 65'113 CHF | 97.80% | 97.80% |
10.07.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'533 CHF | 67'533 CHF | 99.99% | 99.99% |
09.07.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'970 CHF | 67'970 CHF | 99.99% | 99.99% |
08.07.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'848 CHF | 68'848 CHF | 100.00% | 100.00% |
05.07.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 99'972 | 99'972 | 66'561 CHF | 67'562 CHF | 98.90% | 98.90% |
04.07.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'004 CHF | 68'004 CHF | 87.99% | 87.99% |
03.07.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'304 CHF | 68'304 CHF | 99.39% | 99.39% |
02.07.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'119 CHF | 71'119 CHF | 100.00% | 100.00% |