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 | 0.76% | 1.29 CHF | 1.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 130'363 CHF | 131'363 CHF | 99.76% | 99.76% |
12.07.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 131'474 CHF | 132'475 CHF | 98.44% | 98.44% |
11.07.2024 | 0.80% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 99'069 | 99'069 | 131'670 CHF | 132'675 CHF | 97.78% | 97.78% |
10.07.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 134'756 CHF | 135'756 CHF | 99.99% | 99.99% |
09.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 135'394 CHF | 136'394 CHF | 100.00% | 100.00% |
08.07.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 136'220 CHF | 137'220 CHF | 100.00% | 100.00% |
05.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 100'000 | 100'000 | 99'972 | 99'972 | 135'083 CHF | 136'083 CHF | 98.90% | 98.90% |
04.07.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 135'287 CHF | 136'287 CHF | 98.62% | 98.62% |
03.07.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 135'667 CHF | 136'667 CHF | 99.39% | 99.39% |
02.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 138'570 CHF | 139'570 CHF | 99.99% | 99.99% |