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 | 0.97% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 102'326 CHF | 103'326 CHF | 99.53% | 99.53% |
12.07.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 205'984 CHF | 207'984 CHF | 90.64% | 90.64% |
11.07.2024 | 1.01% | 1.02 CHF | 1.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 196'579 CHF | 198'579 CHF | 99.36% | 99.36% |
10.07.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 193'007 CHF | 195'007 CHF | 99.52% | 99.52% |
09.07.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'912 CHF | 95'912 CHF | 93.98% | 93.98% |
08.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 111'038 CHF | 112'038 CHF | 99.57% | 99.57% |
05.07.2024 | 0.88% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 113'733 CHF | 114'733 CHF | 98.50% | 98.50% |
04.07.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 113'061 CHF | 114'061 CHF | 98.65% | 98.65% |
03.07.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'814 CHF | 110'814 CHF | 99.47% | 99.47% |
02.07.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 103'508 CHF | 104'508 CHF | 99.36% | 99.36% |