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 | 0.81% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 123'329 CHF | 124'329 CHF | 99.01% | 99.01% |
11.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 129'646 CHF | 130'646 CHF | 99.09% | 99.09% |
10.07.2024 | 0.70% | 1.35 CHF | 1.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 141'737 CHF | 142'737 CHF | 100.00% | 100.00% |
09.07.2024 | 1.10% | 1.47 CHF | 1.48 CHF | 100'000 | 100'000 | 60'686 | 60'686 | 88'247 CHF | 89'151 CHF | 100.00% | 100.00% |
08.07.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 149'791 CHF | 150'791 CHF | 99.01% | 99.01% |
05.07.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 145'594 CHF | 146'594 CHF | 98.26% | 98.26% |
04.07.2024 | 1.12% | 1.50 CHF | 1.51 CHF | 100'000 | 100'000 | 53'687 | 53'687 | 82'204 CHF | 83'107 CHF | 99.38% | 99.38% |
03.07.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 141'255 CHF | 142'255 CHF | 100.00% | 100.00% |
02.07.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'201 CHF | 140'201 CHF | 99.90% | 99.90% |
01.07.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 135'033 CHF | 136'033 CHF | 86.36% | 86.36% |