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% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'395 CHF | 91'395 CHF | 99.75% | 99.75% |
12.07.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 91'373 CHF | 92'373 CHF | 98.93% | 98.93% |
11.07.2024 | 1.15% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 99'069 | 99'069 | 91'671 CHF | 92'676 CHF | 97.80% | 97.80% |
10.07.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'015 CHF | 95'015 CHF | 99.99% | 99.99% |
09.07.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'925 CHF | 94'925 CHF | 100.00% | 100.00% |
08.07.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'751 CHF | 92'751 CHF | 100.00% | 100.00% |
05.07.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 99'972 | 99'972 | 94'268 CHF | 95'268 CHF | 98.84% | 98.84% |
04.07.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 96'269 CHF | 97'269 CHF | 92.28% | 92.28% |
03.07.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 98'508 CHF | 99'508 CHF | 99.41% | 99.41% |
02.07.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'890 CHF | 100'890 CHF | 99.99% | 99.99% |