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 | 0.91% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'843 CHF | 109'843 CHF | 99.75% | 99.75% |
12.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 108'430 CHF | 109'431 CHF | 98.93% | 98.93% |
11.07.2024 | 0.99% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 99'070 | 99'070 | 106'432 CHF | 107'436 CHF | 97.80% | 97.80% |
10.07.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 106'085 CHF | 107'085 CHF | 99.99% | 99.99% |
09.07.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 106'501 CHF | 107'501 CHF | 100.00% | 100.00% |
08.07.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'714 CHF | 109'714 CHF | 100.00% | 100.00% |
05.07.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 99'969 | 99'969 | 106'698 CHF | 107'698 CHF | 98.83% | 98.83% |
04.07.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 105'110 CHF | 106'110 CHF | 88.30% | 88.30% |
03.07.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 102'982 CHF | 103'982 CHF | 99.38% | 99.38% |
02.07.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'804 CHF | 102'804 CHF | 99.99% | 99.99% |