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 | 1.39% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'590 CHF | 72'590 CHF | 99.76% | 99.76% |
12.07.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 71'212 CHF | 72'212 CHF | 98.93% | 98.93% |
11.07.2024 | 1.52% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 99'068 | 99'068 | 69'381 CHF | 70'385 CHF | 97.62% | 97.62% |
10.07.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'845 CHF | 69'845 CHF | 99.99% | 99.99% |
09.07.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'064 CHF | 70'064 CHF | 100.00% | 100.00% |
08.07.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'380 CHF | 72'380 CHF | 100.00% | 100.00% |
05.07.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 99'972 | 99'972 | 69'429 CHF | 70'429 CHF | 98.88% | 98.88% |
04.07.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'453 CHF | 68'453 CHF | 97.79% | 97.79% |
03.07.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'516 CHF | 66'516 CHF | 99.43% | 99.43% |
02.07.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'384 CHF | 65'384 CHF | 99.99% | 99.99% |