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 | 1.10% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 125'123 CHF | 126'504 CHF | 89.98% | 89.98% |
12.07.2024 | 1.23% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 123'061 CHF | 124'581 CHF | 87.00% | 87.00% |
11.07.2024 | 1.19% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 125'715 CHF | 127'217 CHF | 91.23% | 91.23% |
10.07.2024 | 1.15% | 1.20 CHF | 1.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'052 CHF | 119'416 CHF | 99.39% | 99.39% |
09.07.2024 | 1.88% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 59'456 | 59'456 | 68'968 CHF | 70'210 CHF | 97.90% | 97.90% |
08.07.2024 | 1.26% | 1.14 CHF | 1.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 113'339 CHF | 114'778 CHF | 99.40% | 99.40% |
05.07.2024 | 1.30% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 111'335 CHF | 112'791 CHF | 99.53% | 99.53% |
04.07.2024 | 1.19% | 1.17 CHF | 1.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 116'479 CHF | 117'868 CHF | 99.58% | 99.58% |
03.07.2024 | 1.30% | 1.13 CHF | 1.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 112'368 CHF | 113'835 CHF | 99.50% | 99.50% |
02.07.2024 | 1.26% | 1.18 CHF | 1.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 117'961 CHF | 119'454 CHF | 98.29% | 98.29% |