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 | 1.38% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'115 CHF | 73'115 CHF | 99.75% | 99.75% |
12.07.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 73'030 CHF | 74'030 CHF | 98.93% | 98.93% |
11.07.2024 | 1.43% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 99'069 | 99'069 | 73'646 CHF | 74'651 CHF | 97.80% | 97.80% |
10.07.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'795 CHF | 76'795 CHF | 99.95% | 99.95% |
09.07.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'509 CHF | 76'509 CHF | 100.00% | 100.00% |
08.07.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'456 CHF | 74'456 CHF | 99.75% | 99.75% |
05.07.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 99'969 | 99'969 | 75'930 CHF | 76'931 CHF | 98.82% | 98.82% |
04.07.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'816 CHF | 78'816 CHF | 89.18% | 89.18% |
03.07.2024 | 1.24% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'125 CHF | 81'125 CHF | 99.39% | 99.39% |
02.07.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'483 CHF | 82'483 CHF | 99.99% | 99.99% |