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 | 1.26% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'803 CHF | 79'803 CHF | 99.76% | 99.76% |
12.07.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 79'779 CHF | 80'779 CHF | 98.93% | 98.93% |
11.07.2024 | 1.31% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 99'069 | 99'069 | 80'439 CHF | 81'444 CHF | 97.80% | 97.80% |
10.07.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'277 CHF | 84'277 CHF | 99.99% | 99.99% |
09.07.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'640 CHF | 84'640 CHF | 100.00% | 100.00% |
08.07.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'592 CHF | 85'592 CHF | 100.00% | 100.00% |
05.07.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 99'972 | 99'972 | 83'243 CHF | 84'243 CHF | 98.91% | 98.91% |
04.07.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'563 CHF | 84'563 CHF | 97.80% | 97.80% |
03.07.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'983 CHF | 84'983 CHF | 99.41% | 99.41% |
02.07.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'859 CHF | 87'859 CHF | 99.97% | 99.97% |