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 | 1.40% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 103'927 CHF | 105'389 CHF | 89.98% | 89.98% |
12.07.2024 | 1.38% | 1.01 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'698 CHF | 103'108 CHF | 87.00% | 87.00% |
11.07.2024 | 1.38% | 1.01 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 104'715 CHF | 106'168 CHF | 91.65% | 91.65% |
10.07.2024 | 1.49% | 0.98 CHF | 1.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'809 CHF | 97'248 CHF | 99.39% | 99.39% |
09.07.2024 | 2.36% | 0.92 CHF | 0.94 CHF | 100'000 | 100'000 | 59'456 | 59'456 | 55'610 CHF | 56'862 CHF | 97.90% | 97.90% |
08.07.2024 | 1.56% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'495 CHF | 91'920 CHF | 100.00% | 100.00% |
05.07.2024 | 1.65% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'157 CHF | 88'607 CHF | 98.81% | 98.81% |
04.07.2024 | 1.49% | 0.93 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'624 CHF | 94'013 CHF | 99.58% | 99.58% |
03.07.2024 | 1.57% | 0.88 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'334 CHF | 89'732 CHF | 99.50% | 99.50% |
02.07.2024 | 1.50% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'682 CHF | 96'113 CHF | 98.19% | 98.19% |