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% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'801 CHF | 63'801 CHF | 99.76% | 99.76% |
12.07.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 62'409 CHF | 63'409 CHF | 98.93% | 98.93% |
11.07.2024 | 1.73% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'070 | 99'070 | 60'794 CHF | 61'799 CHF | 97.80% | 97.80% |
10.07.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'022 CHF | 61'022 CHF | 99.99% | 99.99% |
09.07.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'416 CHF | 61'416 CHF | 100.00% | 100.00% |
08.07.2024 | 1.58% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'615 CHF | 63'615 CHF | 100.00% | 100.00% |
05.07.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 99'972 | 99'972 | 60'590 CHF | 61'590 CHF | 98.84% | 98.84% |
04.07.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'917 CHF | 59'917 CHF | 87.17% | 87.17% |
03.07.2024 | 1.75% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'799 CHF | 57'799 CHF | 99.41% | 99.41% |
02.07.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'617 CHF | 56'617 CHF | 99.99% | 99.99% |