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 | 0.95% | 1.51 CHF | 1.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 155'302 CHF | 156'792 CHF | 89.97% | 89.97% |
12.07.2024 | 0.96% | 1.53 CHF | 1.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 153'139 CHF | 154'619 CHF | 87.00% | 87.00% |
11.07.2024 | 0.93% | 1.53 CHF | 1.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 155'978 CHF | 157'437 CHF | 91.42% | 91.42% |
10.07.2024 | 0.99% | 1.50 CHF | 1.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 147'452 CHF | 148'920 CHF | 99.39% | 99.39% |
09.07.2024 | 1.47% | 1.44 CHF | 1.46 CHF | 100'000 | 100'000 | 59'457 | 59'457 | 86'393 CHF | 87'600 CHF | 97.89% | 97.89% |
08.07.2024 | 0.99% | 1.43 CHF | 1.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 142'267 CHF | 143'679 CHF | 99.96% | 99.96% |
05.07.2024 | 1.04% | 1.37 CHF | 1.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'942 CHF | 141'400 CHF | 99.01% | 99.01% |
04.07.2024 | 0.91% | 1.46 CHF | 1.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 145'617 CHF | 146'950 CHF | 99.58% | 99.58% |
03.07.2024 | 1.03% | 1.42 CHF | 1.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 141'034 CHF | 142'497 CHF | 99.50% | 99.50% |
02.07.2024 | 1.00% | 1.47 CHF | 1.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 147'204 CHF | 148'687 CHF | 98.29% | 98.29% |