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 | 1.27% | 1.55 CHF | 1.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 156'066 CHF | 158'066 CHF | 99.56% | 99.56% |
12.07.2024 | 1.28% | 1.54 CHF | 1.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 155'860 CHF | 157'860 CHF | 99.55% | 99.55% |
11.07.2024 | 1.25% | 1.57 CHF | 1.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 159'401 CHF | 161'401 CHF | 99.28% | 99.28% |
10.07.2024 | 1.24% | 1.60 CHF | 1.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 160'738 CHF | 162'738 CHF | 99.52% | 99.52% |
09.07.2024 | 1.22% | 1.63 CHF | 1.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 163'313 CHF | 165'313 CHF | 99.58% | 99.58% |
08.07.2024 | 1.24% | 1.61 CHF | 1.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 160'289 CHF | 162'289 CHF | 99.52% | 99.52% |
05.07.2024 | 1.26% | 1.61 CHF | 1.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 157'827 CHF | 159'827 CHF | 98.45% | 98.45% |
04.07.2024 | 1.24% | 1.59 CHF | 1.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 159'881 CHF | 161'881 CHF | 98.68% | 98.68% |
03.07.2024 | 1.23% | 1.61 CHF | 1.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 160'977 CHF | 162'977 CHF | 99.50% | 99.50% |
02.07.2024 | 1.18% | 1.67 CHF | 1.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 167'976 CHF | 169'976 CHF | 99.56% | 99.56% |