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 | 1.22% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'167 CHF | 82'167 CHF | 99.66% | 99.66% |
12.07.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'250 CHF | 81'250 CHF | 99.01% | 99.01% |
11.07.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'130 CHF | 80'130 CHF | 99.09% | 99.09% |
10.07.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'979 CHF | 79'979 CHF | 100.00% | 100.00% |
09.07.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'975 CHF | 76'975 CHF | 100.00% | 100.00% |
08.07.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'239 CHF | 74'239 CHF | 100.00% | 100.00% |
05.07.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'339 CHF | 74'339 CHF | 98.98% | 98.98% |
04.07.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'301 CHF | 76'301 CHF | 100.00% | 100.00% |
03.07.2024 | 1.25% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'636 CHF | 80'636 CHF | 99.99% | 99.99% |
02.07.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'629 CHF | 86'629 CHF | 100.00% | 100.00% |