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 | 0.68% | 1.49 CHF | 1.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 145'544 CHF | 146'544 CHF | 99.05% | 99.05% |
12.07.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 141'748 CHF | 142'748 CHF | 98.85% | 98.85% |
11.07.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 147'778 CHF | 148'778 CHF | 97.88% | 97.88% |
10.07.2024 | 0.67% | 1.44 CHF | 1.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 149'815 CHF | 150'815 CHF | 95.14% | 95.14% |
09.07.2024 | 0.63% | 1.49 CHF | 1.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 157'699 CHF | 158'699 CHF | 98.70% | 98.70% |
08.07.2024 | 0.63% | 1.50 CHF | 1.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 158'455 CHF | 159'455 CHF | 98.58% | 98.58% |
05.07.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 155'156 CHF | 156'156 CHF | 99.18% | 99.18% |
04.07.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 155'585 CHF | 156'585 CHF | 99.18% | 99.18% |
03.07.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 153'698 CHF | 154'698 CHF | 98.46% | 98.46% |
02.07.2024 | 0.68% | 1.51 CHF | 1.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 146'188 CHF | 147'188 CHF | 98.88% | 98.88% |