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 | 1.31% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'787 CHF | 76'787 CHF | 100.00% | 100.00% |
12.07.2024 | 1.30% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'765 CHF | 77'765 CHF | 99.69% | 99.69% |
11.07.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'675 CHF | 77'675 CHF | 99.13% | 99.13% |
10.07.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'878 CHF | 69'878 CHF | 96.12% | 96.12% |
09.07.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'033 CHF | 66'033 CHF | 99.65% | 99.65% |
08.07.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'234 CHF | 69'234 CHF | 99.84% | 99.84% |
05.07.2024 | 1.40% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'186 CHF | 72'186 CHF | 100.00% | 100.00% |
04.07.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'643 CHF | 74'643 CHF | 100.00% | 100.00% |
03.07.2024 | 1.42% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'156 CHF | 71'156 CHF | 99.25% | 99.25% |
02.07.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'111 CHF | 61'111 CHF | 99.68% | 99.68% |