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 | 1.47% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'402 CHF | 68'402 CHF | 92.11% | 92.11% |
12.07.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 66'820 CHF | 67'821 CHF | 98.93% | 98.93% |
11.07.2024 | 1.62% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'069 | 99'069 | 64'978 CHF | 65'983 CHF | 97.80% | 97.80% |
10.07.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'844 CHF | 64'844 CHF | 99.99% | 99.99% |
09.07.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'548 CHF | 64'548 CHF | 100.00% | 100.00% |
08.07.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'935 CHF | 63'935 CHF | 100.00% | 100.00% |
05.07.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'969 | 99'969 | 64'686 CHF | 65'686 CHF | 98.90% | 98.90% |
04.07.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'568 CHF | 65'568 CHF | 98.39% | 98.39% |
03.07.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'368 CHF | 65'368 CHF | 99.38% | 99.38% |
02.07.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'611 CHF | 62'611 CHF | 100.00% | 100.00% |