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 | 1.06% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'672 CHF | 94'672 CHF | 99.76% | 99.76% |
12.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 93'335 CHF | 94'335 CHF | 98.93% | 98.93% |
11.07.2024 | 1.16% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 99'069 | 99'069 | 91'382 CHF | 92'386 CHF | 97.77% | 97.77% |
10.07.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'924 CHF | 91'924 CHF | 99.99% | 99.99% |
09.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'262 CHF | 92'262 CHF | 100.00% | 100.00% |
08.07.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'516 CHF | 94'516 CHF | 99.42% | 99.42% |
05.07.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 99'969 | 99'969 | 91'514 CHF | 92'514 CHF | 98.89% | 98.89% |
04.07.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'713 CHF | 90'713 CHF | 92.28% | 92.28% |
03.07.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'707 CHF | 88'707 CHF | 99.42% | 99.42% |
02.07.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'558 CHF | 87'558 CHF | 99.99% | 99.99% |