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 | 0.59% | 1.68 CHF | 1.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 167'948 CHF | 168'948 CHF | 96.56% | 96.56% |
12.07.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 178'300 CHF | 179'300 CHF | 99.01% | 99.01% |
11.07.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 184'581 CHF | 185'581 CHF | 99.08% | 99.08% |
10.07.2024 | 0.51% | 1.90 CHF | 1.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 196'737 CHF | 197'737 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 2.02 CHF | 2.03 CHF | 100'000 | 100'000 | 60'687 | 60'687 | 121'625 CHF | 122'529 CHF | 100.00% | 100.00% |
08.07.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 204'791 CHF | 205'791 CHF | 99.01% | 99.01% |
05.07.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 200'680 CHF | 201'680 CHF | 98.26% | 98.26% |
04.07.2024 | 0.83% | 2.05 CHF | 2.06 CHF | 100'000 | 100'000 | 53'688 | 53'688 | 111'732 CHF | 112'636 CHF | 99.37% | 99.37% |
03.07.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 196'255 CHF | 197'255 CHF | 100.00% | 100.00% |
02.07.2024 | 0.51% | 1.92 CHF | 1.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 194'201 CHF | 195'201 CHF | 99.90% | 99.90% |