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 | 0.94% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 105'700 CHF | 106'700 CHF | 99.01% | 99.01% |
11.07.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'419 CHF | 100'419 CHF | 99.08% | 99.08% |
10.07.2024 | 1.14% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'306 CHF | 88'306 CHF | 100.00% | 100.00% |
09.07.2024 | 1.91% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 60'686 | 60'686 | 50'530 CHF | 51'447 CHF | 100.00% | 100.00% |
08.07.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'461 CHF | 80'461 CHF | 99.36% | 99.36% |
05.07.2024 | 1.18% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'059 CHF | 85'059 CHF | 98.26% | 98.26% |
04.07.2024 | 2.47% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 53'687 | 53'687 | 40'784 CHF | 41'767 CHF | 99.37% | 99.37% |
03.07.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'745 CHF | 89'745 CHF | 100.00% | 100.00% |
02.07.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'020 CHF | 92'020 CHF | 99.84% | 99.84% |
01.07.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'218 CHF | 96'218 CHF | 80.98% | 80.98% |