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 | 1.64% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'590 CHF | 61'590 CHF | 100.00% | 100.00% |
12.07.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'500 CHF | 60'500 CHF | 98.44% | 98.44% |
11.07.2024 | 1.67% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'276 CHF | 60'276 CHF | 90.68% | 90.68% |
10.07.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'204 CHF | 64'204 CHF | 99.78% | 99.78% |
09.07.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 98'439 | 98'440 | 63'535 CHF | 64'520 CHF | 100.00% | 100.00% |
08.07.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 96'317 | 96'318 | 63'221 CHF | 64'185 CHF | 98.97% | 98.97% |
05.07.2024 | 1.51% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 97'588 | 97'587 | 64'062 CHF | 65'037 CHF | 100.00% | 100.00% |
04.07.2024 | 1.36% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'791 CHF | 55'541 CHF | 98.16% | 98.16% |
03.07.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'643 CHF | 56'393 CHF | 100.00% | 100.00% |
02.07.2024 | 1.23% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'426 CHF | 61'176 CHF | 100.00% | 100.00% |