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 | 1.58% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'605 CHF | 63'605 CHF | 99.75% | 99.75% |
12.07.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 62'228 CHF | 63'228 CHF | 98.93% | 98.93% |
11.07.2024 | 1.74% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'069 | 99'069 | 60'478 CHF | 61'482 CHF | 97.73% | 97.73% |
10.07.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'845 CHF | 60'845 CHF | 99.99% | 99.99% |
09.07.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'064 CHF | 61'064 CHF | 100.00% | 100.00% |
08.07.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'380 CHF | 63'380 CHF | 100.00% | 100.00% |
05.07.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 99'969 | 99'969 | 60'424 CHF | 61'424 CHF | 98.88% | 98.88% |
04.07.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'446 CHF | 59'446 CHF | 97.80% | 97.80% |
03.07.2024 | 1.76% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'506 CHF | 57'506 CHF | 99.42% | 99.42% |
02.07.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'364 CHF | 56'364 CHF | 99.99% | 99.99% |