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% | 1.07 CHF | 1.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 111'238 CHF | 112'654 CHF | 89.97% | 89.97% |
12.07.2024 | 1.33% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'342 CHF | 110'802 CHF | 87.00% | 87.00% |
11.07.2024 | 1.32% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 111'832 CHF | 113'319 CHF | 91.65% | 91.65% |
10.07.2024 | 1.38% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 104'559 CHF | 106'015 CHF | 98.96% | 98.96% |
09.07.2024 | 2.18% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 59'457 | 59'457 | 61'024 CHF | 62'298 CHF | 97.89% | 97.89% |
08.07.2024 | 1.40% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'206 CHF | 101'618 CHF | 99.40% | 99.40% |
05.07.2024 | 1.45% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 98'324 CHF | 99'760 CHF | 99.53% | 99.53% |
04.07.2024 | 1.37% | 1.04 CHF | 1.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 103'211 CHF | 104'631 CHF | 99.58% | 99.58% |
03.07.2024 | 1.53% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'302 CHF | 100'836 CHF | 99.50% | 99.50% |
02.07.2024 | 1.35% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 104'669 CHF | 106'093 CHF | 98.29% | 98.29% |