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 | 1.03% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 96'724 CHF | 97'724 CHF | 96.56% | 96.56% |
12.07.2024 | 0.93% | 1.04 CHF | 1.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 106'785 CHF | 107'785 CHF | 99.01% | 99.01% |
11.07.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 113'156 CHF | 114'156 CHF | 98.97% | 98.97% |
10.07.2024 | 0.80% | 1.18 CHF | 1.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 125'128 CHF | 126'128 CHF | 100.00% | 100.00% |
09.07.2024 | 1.38% | 1.31 CHF | 1.32 CHF | 100'000 | 100'000 | 60'686 | 60'686 | 78'275 CHF | 79'275 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 133'516 CHF | 134'516 CHF | 99.37% | 99.37% |
05.07.2024 | 0.77% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 129'191 CHF | 130'191 CHF | 97.92% | 97.92% |
04.07.2024 | 1.40% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 53'688 | 53'688 | 73'377 CHF | 74'377 CHF | 99.37% | 99.37% |
03.07.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 124'727 CHF | 125'727 CHF | 100.00% | 100.00% |
02.07.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 122'712 CHF | 123'712 CHF | 100.00% | 100.00% |