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 | 1.13% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'363 CHF | 89'363 CHF | 99.76% | 99.76% |
12.07.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 89'478 CHF | 90'479 CHF | 98.90% | 98.90% |
11.07.2024 | 1.17% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 99'069 | 99'069 | 90'053 CHF | 91'057 CHF | 97.80% | 97.80% |
10.07.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'731 CHF | 93'731 CHF | 99.99% | 99.99% |
09.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'363 CHF | 94'363 CHF | 100.00% | 100.00% |
08.07.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'172 CHF | 95'172 CHF | 100.00% | 100.00% |
05.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 99'969 | 99'969 | 93'064 CHF | 94'064 CHF | 98.94% | 98.94% |
04.07.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'219 CHF | 94'219 CHF | 98.63% | 98.63% |
03.07.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'588 CHF | 94'588 CHF | 99.41% | 99.41% |
02.07.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 96'507 CHF | 97'507 CHF | 100.00% | 100.00% |