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 | 1.75% | 1.34 CHF | 1.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 138'932 CHF | 141'382 CHF | 89.98% | 89.98% |
12.07.2024 | 1.76% | 1.36 CHF | 1.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 136'716 CHF | 139'144 CHF | 87.00% | 87.00% |
11.07.2024 | 1.69% | 1.36 CHF | 1.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'924 CHF | 142'304 CHF | 91.65% | 91.65% |
10.07.2024 | 1.80% | 1.33 CHF | 1.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 130'169 CHF | 132'528 CHF | 99.39% | 99.39% |
09.07.2024 | 2.52% | 1.26 CHF | 1.29 CHF | 100'000 | 100'000 | 59'456 | 59'456 | 75'861 CHF | 77'719 CHF | 97.90% | 97.90% |
08.07.2024 | 1.70% | 1.25 CHF | 1.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 124'152 CHF | 126'284 CHF | 99.96% | 99.96% |
05.07.2024 | 1.14% | 1.18 CHF | 1.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 120'372 CHF | 121'756 CHF | 99.53% | 99.53% |
04.07.2024 | 1.80% | 1.27 CHF | 1.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 126'309 CHF | 128'608 CHF | 99.58% | 99.58% |
03.07.2024 | 1.17% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'406 CHF | 122'831 CHF | 99.50% | 99.50% |
02.07.2024 | 1.63% | 1.29 CHF | 1.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 128'446 CHF | 130'572 CHF | 98.24% | 98.24% |