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 | 1.11% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'291 CHF | 90'291 CHF | 99.66% | 99.66% |
12.07.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'366 CHF | 89'366 CHF | 99.01% | 99.01% |
11.07.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'295 CHF | 88'295 CHF | 99.09% | 99.09% |
10.07.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'112 CHF | 88'112 CHF | 100.00% | 100.00% |
09.07.2024 | 1.18% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'079 CHF | 85'079 CHF | 100.00% | 100.00% |
08.07.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'241 CHF | 82'241 CHF | 100.00% | 100.00% |
05.07.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'470 CHF | 82'470 CHF | 98.98% | 98.98% |
04.07.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'434 CHF | 84'434 CHF | 100.00% | 100.00% |
03.07.2024 | 1.13% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'718 CHF | 88'718 CHF | 99.99% | 99.99% |
02.07.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'767 CHF | 94'767 CHF | 100.00% | 100.00% |