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 | 0.70% | 1.50 CHF | 1.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 142'812 CHF | 143'812 CHF | 99.68% | 99.68% |
12.07.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 143'339 CHF | 144'339 CHF | 98.32% | 98.32% |
11.07.2024 | 0.67% | 1.46 CHF | 1.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 148'275 CHF | 149'275 CHF | 99.16% | 99.16% |
10.07.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 151'910 CHF | 152'910 CHF | 100.00% | 100.00% |
09.07.2024 | 0.67% | 1.53 CHF | 1.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 149'747 CHF | 150'747 CHF | 100.00% | 100.00% |
08.07.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 151'639 CHF | 152'639 CHF | 99.38% | 99.38% |
05.07.2024 | 0.66% | 1.55 CHF | 1.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 151'863 CHF | 152'863 CHF | 99.62% | 99.62% |
04.07.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 151'394 CHF | 152'394 CHF | 98.75% | 98.75% |
03.07.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 154'345 CHF | 155'345 CHF | 99.71% | 99.71% |
02.07.2024 | 0.63% | 1.54 CHF | 1.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 158'711 CHF | 159'711 CHF | 100.00% | 100.00% |