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 | 1.23% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'565 CHF | 81'565 CHF | 99.76% | 99.76% |
12.07.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 79'933 CHF | 80'933 CHF | 98.93% | 98.93% |
11.07.2024 | 1.35% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 99'069 | 99'069 | 78'058 CHF | 79'063 CHF | 97.80% | 97.80% |
10.07.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'988 CHF | 77'988 CHF | 99.99% | 99.99% |
09.07.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'625 CHF | 77'625 CHF | 100.00% | 100.00% |
08.07.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'022 CHF | 77'022 CHF | 100.00% | 100.00% |
05.07.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 99'969 | 99'969 | 77'732 CHF | 78'732 CHF | 98.92% | 98.92% |
04.07.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'649 CHF | 78'649 CHF | 98.59% | 98.59% |
03.07.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'443 CHF | 78'443 CHF | 99.42% | 99.42% |
02.07.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'698 CHF | 75'698 CHF | 100.00% | 100.00% |