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 | 0.92% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'584 CHF | 109'584 CHF | 99.75% | 99.75% |
12.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 109'533 CHF | 110'534 CHF | 98.93% | 98.93% |
11.07.2024 | 0.96% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 99'069 | 99'069 | 109'821 CHF | 110'826 CHF | 97.78% | 97.78% |
10.07.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 112'265 CHF | 113'265 CHF | 99.99% | 99.99% |
09.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 112'206 CHF | 113'206 CHF | 100.00% | 100.00% |
08.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 110'026 CHF | 111'026 CHF | 100.00% | 100.00% |
05.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 99'969 | 99'969 | 112'500 CHF | 113'500 CHF | 98.83% | 98.83% |
04.07.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 114'671 CHF | 115'671 CHF | 99.16% | 99.16% |
03.07.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 116'727 CHF | 117'727 CHF | 99.41% | 99.41% |
02.07.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'130 CHF | 119'130 CHF | 99.99% | 99.99% |