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 | 0.83% | 1.19 CHF | 1.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 120'634 CHF | 121'634 CHF | 99.75% | 99.75% |
12.07.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 121'598 CHF | 122'599 CHF | 98.93% | 98.93% |
11.07.2024 | 0.87% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 99'069 | 99'069 | 121'854 CHF | 122'858 CHF | 97.80% | 97.80% |
10.07.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 125'037 CHF | 126'037 CHF | 99.99% | 99.99% |
09.07.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 125'551 CHF | 126'551 CHF | 100.00% | 100.00% |
08.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 126'473 CHF | 127'473 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 100'000 | 100'000 | 99'969 | 99'969 | 125'163 CHF | 126'163 CHF | 98.91% | 98.91% |
04.07.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 125'456 CHF | 126'456 CHF | 98.36% | 98.36% |
03.07.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 125'875 CHF | 126'875 CHF | 99.39% | 99.39% |
02.07.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 128'778 CHF | 129'778 CHF | 99.10% | 99.10% |