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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 141'069 CHF | 142'069 CHF | 99.01% | 99.01% |
11.07.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 147'428 CHF | 148'428 CHF | 99.09% | 99.09% |
10.07.2024 | 0.63% | 1.52 CHF | 1.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 159'434 CHF | 160'434 CHF | 100.00% | 100.00% |
09.07.2024 | 0.99% | 1.65 CHF | 1.66 CHF | 100'000 | 100'000 | 60'686 | 60'686 | 99'014 CHF | 99'931 CHF | 100.00% | 100.00% |
08.07.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 167'539 CHF | 168'539 CHF | 99.36% | 99.36% |
05.07.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 163'411 CHF | 164'411 CHF | 98.26% | 98.26% |
04.07.2024 | 1.01% | 1.68 CHF | 1.69 CHF | 100'000 | 100'000 | 53'687 | 53'687 | 91'746 CHF | 92'650 CHF | 99.37% | 99.37% |
03.07.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 158'991 CHF | 159'991 CHF | 100.00% | 100.00% |
02.07.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 156'982 CHF | 157'982 CHF | 99.74% | 99.74% |
01.07.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 152'823 CHF | 153'823 CHF | 77.51% | 77.51% |