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 | 1.27% | 1.83 CHF | 1.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 187'843 CHF | 190'238 CHF | 89.97% | 89.97% |
12.07.2024 | 1.30% | 1.85 CHF | 1.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 185'469 CHF | 187'897 CHF | 87.00% | 87.00% |
11.07.2024 | 1.31% | 1.85 CHF | 1.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 188'407 CHF | 190'889 CHF | 91.65% | 91.65% |
10.07.2024 | 0.79% | 1.82 CHF | 1.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 179'335 CHF | 180'759 CHF | 99.39% | 99.39% |
09.07.2024 | 1.26% | 1.76 CHF | 1.77 CHF | 100'000 | 100'000 | 59'456 | 59'456 | 105'207 CHF | 106'469 CHF | 97.90% | 97.90% |
08.07.2024 | 0.82% | 1.75 CHF | 1.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 173'674 CHF | 175'107 CHF | 99.70% | 99.70% |
05.07.2024 | 0.84% | 1.68 CHF | 1.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 171'021 CHF | 172'457 CHF | 99.01% | 99.01% |
04.07.2024 | 0.83% | 1.77 CHF | 1.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 177'020 CHF | 178'489 CHF | 99.58% | 99.58% |
03.07.2024 | 0.85% | 1.73 CHF | 1.74 CHF | 100'000 | 100'000 | 100'000 | 99'948 | 172'138 CHF | 173'510 CHF | 99.48% | 99.49% |
02.07.2024 | 0.80% | 1.79 CHF | 1.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 178'737 CHF | 180'182 CHF | 98.19% | 98.19% |