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 | 0.81% | 1.30 CHF | 1.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 123'632 CHF | 124'632 CHF | 99.68% | 99.68% |
12.07.2024 | 0.80% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 124'176 CHF | 125'176 CHF | 98.32% | 98.32% |
11.07.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 129'219 CHF | 130'219 CHF | 99.16% | 99.16% |
10.07.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 132'758 CHF | 133'758 CHF | 100.00% | 100.00% |
09.07.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 130'674 CHF | 131'674 CHF | 99.42% | 99.42% |
08.07.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 132'503 CHF | 133'503 CHF | 99.38% | 99.38% |
05.07.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 132'804 CHF | 133'804 CHF | 99.62% | 99.62% |
04.07.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 132'246 CHF | 133'246 CHF | 98.75% | 98.75% |
03.07.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 135'213 CHF | 136'213 CHF | 99.71% | 99.71% |
02.07.2024 | 0.71% | 1.35 CHF | 1.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'579 CHF | 140'579 CHF | 100.00% | 100.00% |