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 | 0.70% | 1.41 CHF | 1.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 141'543 CHF | 142'543 CHF | 94.16% | 94.16% |
12.07.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 151'748 CHF | 152'748 CHF | 99.01% | 99.01% |
11.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 158'088 CHF | 159'088 CHF | 98.68% | 98.68% |
10.07.2024 | 0.59% | 1.63 CHF | 1.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 170'077 CHF | 171'077 CHF | 100.00% | 100.00% |
09.07.2024 | 1.02% | 1.75 CHF | 1.76 CHF | 100'000 | 100'000 | 60'687 | 60'687 | 105'447 CHF | 106'436 CHF | 100.00% | 100.00% |
08.07.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 178'284 CHF | 179'284 CHF | 99.38% | 99.38% |
05.07.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 174'137 CHF | 175'137 CHF | 98.26% | 98.26% |
04.07.2024 | 1.06% | 1.79 CHF | 1.80 CHF | 100'000 | 100'000 | 53'688 | 53'688 | 97'437 CHF | 98'437 CHF | 99.37% | 99.37% |
03.07.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 169'531 CHF | 170'531 CHF | 100.00% | 100.00% |
02.07.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 167'678 CHF | 168'678 CHF | 99.72% | 99.72% |