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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 1.47% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'526 CHF | 68'526 CHF | 99.01% | 99.01% |
11.07.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'893 CHF | 74'893 CHF | 99.08% | 99.08% |
10.07.2024 | 1.16% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'870 CHF | 86'870 CHF | 100.00% | 100.00% |
09.07.2024 | 1.84% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 60'682 | 60'682 | 54'390 CHF | 55'323 CHF | 99.99% | 99.99% |
08.07.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'269 CHF | 95'269 CHF | 99.37% | 99.37% |
05.07.2024 | 1.11% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'941 CHF | 90'941 CHF | 98.26% | 98.26% |
04.07.2024 | 1.73% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 53'687 | 53'687 | 52'300 CHF | 53'186 CHF | 99.38% | 99.38% |
03.07.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'491 CHF | 86'491 CHF | 100.00% | 100.00% |
02.07.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'514 CHF | 84'514 CHF | 99.95% | 99.95% |
01.07.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'305 CHF | 80'305 CHF | 85.84% | 85.84% |