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 | 1.08% | 2.18 CHF | 2.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 223'405 CHF | 225'838 CHF | 89.98% | 89.98% |
12.07.2024 | 1.10% | 2.20 CHF | 2.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 220'895 CHF | 223'345 CHF | 87.00% | 87.00% |
11.07.2024 | 1.06% | 2.20 CHF | 2.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 224'032 CHF | 226'423 CHF | 91.65% | 91.65% |
10.07.2024 | 1.12% | 2.17 CHF | 2.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 214'407 CHF | 216'825 CHF | 99.39% | 99.39% |
09.07.2024 | 1.53% | 2.11 CHF | 2.13 CHF | 100'000 | 100'000 | 59'456 | 59'456 | 125'986 CHF | 127'860 CHF | 97.89% | 97.89% |
08.07.2024 | 1.16% | 2.10 CHF | 2.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 208'401 CHF | 210'832 CHF | 100.00% | 100.00% |
05.07.2024 | 1.19% | 2.02 CHF | 2.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 205'434 CHF | 207'884 CHF | 99.53% | 99.53% |
04.07.2024 | 1.14% | 2.12 CHF | 2.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 211'732 CHF | 214'153 CHF | 99.58% | 99.58% |
03.07.2024 | 1.17% | 2.07 CHF | 2.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 206'511 CHF | 208'946 CHF | 99.50% | 99.50% |
02.07.2024 | 1.16% | 2.13 CHF | 2.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 213'447 CHF | 215'927 CHF | 98.29% | 98.29% |