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 | 1.17% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'628 CHF | 85'628 CHF | 99.75% | 99.75% |
12.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 84'280 CHF | 85'280 CHF | 98.93% | 98.93% |
11.07.2024 | 1.28% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 99'069 | 99'069 | 82'411 CHF | 83'415 CHF | 97.77% | 97.77% |
10.07.2024 | 1.21% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'885 CHF | 82'885 CHF | 99.99% | 99.99% |
09.07.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'176 CHF | 83'176 CHF | 100.00% | 100.00% |
08.07.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'454 CHF | 85'454 CHF | 100.00% | 100.00% |
05.07.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 99'969 | 99'969 | 82'483 CHF | 83'483 CHF | 98.87% | 98.87% |
04.07.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'583 CHF | 81'583 CHF | 97.49% | 97.49% |
03.07.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'648 CHF | 79'648 CHF | 99.42% | 99.42% |
02.07.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'492 CHF | 78'492 CHF | 99.99% | 99.99% |