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 | 1.46% | 0.94 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 98'253 CHF | 99'699 CHF | 89.98% | 89.98% |
12.07.2024 | 1.45% | 0.96 CHF | 0.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 96'549 CHF | 97'960 CHF | 87.00% | 87.00% |
11.07.2024 | 1.50% | 0.96 CHF | 0.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 98'893 CHF | 100'387 CHF | 90.82% | 90.82% |
10.07.2024 | 1.44% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'141 CHF | 93'478 CHF | 99.39% | 99.39% |
09.07.2024 | 2.37% | 0.89 CHF | 0.91 CHF | 100'000 | 100'000 | 59'456 | 59'456 | 53'680 CHF | 54'908 CHF | 97.90% | 97.90% |
08.07.2024 | 1.59% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'980 CHF | 89'391 CHF | 100.00% | 100.00% |
05.07.2024 | 1.66% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'277 CHF | 87'717 CHF | 99.53% | 99.53% |
04.07.2024 | 1.57% | 0.91 CHF | 0.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'802 CHF | 92'239 CHF | 99.58% | 99.58% |
03.07.2024 | 1.69% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'201 CHF | 88'689 CHF | 99.49% | 99.49% |
02.07.2024 | 1.52% | 0.92 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'210 CHF | 93'621 CHF | 98.18% | 98.18% |