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 | 0.91% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'903 CHF | 109'903 CHF | 99.75% | 99.75% |
12.07.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 110'069 CHF | 111'069 CHF | 98.93% | 98.93% |
11.07.2024 | 0.96% | 1.13 CHF | 1.14 CHF | 100'000 | 100'000 | 99'069 | 99'069 | 110'566 CHF | 111'570 CHF | 97.80% | 97.80% |
10.07.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 113'462 CHF | 114'462 CHF | 99.99% | 99.99% |
09.07.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 113'814 CHF | 114'814 CHF | 100.00% | 100.00% |
08.07.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 114'776 CHF | 115'776 CHF | 100.00% | 100.00% |
05.07.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 99'972 | 99'972 | 113'429 CHF | 114'430 CHF | 98.90% | 98.90% |
04.07.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 113'892 CHF | 114'892 CHF | 92.06% | 92.06% |
03.07.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 114'262 CHF | 115'262 CHF | 99.40% | 99.40% |
02.07.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 117'076 CHF | 118'076 CHF | 100.00% | 100.00% |