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 | 1.10% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'353 CHF | 91'353 CHF | 99.76% | 99.76% |
12.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 91'478 CHF | 92'478 CHF | 98.90% | 98.90% |
11.07.2024 | 1.15% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 99'069 | 99'069 | 92'031 CHF | 93'036 CHF | 97.78% | 97.78% |
10.07.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'725 CHF | 95'725 CHF | 99.99% | 99.99% |
09.07.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'363 CHF | 96'363 CHF | 100.00% | 100.00% |
08.07.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 96'165 CHF | 97'165 CHF | 100.00% | 100.00% |
05.07.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 99'972 | 99'972 | 95'062 CHF | 96'062 CHF | 98.91% | 98.91% |
04.07.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'212 CHF | 96'212 CHF | 98.63% | 98.63% |
03.07.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'582 CHF | 96'582 CHF | 99.42% | 99.42% |
02.07.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 98'570 CHF | 99'570 CHF | 95.70% | 95.70% |