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 | 1.72% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'513 CHF | 58'513 CHF | 100.00% | 100.00% |
12.07.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'744 CHF | 59'744 CHF | 99.67% | 99.67% |
11.07.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'793 CHF | 57'793 CHF | 99.31% | 99.31% |
10.07.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'764 CHF | 55'764 CHF | 96.08% | 96.08% |
09.07.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'348 CHF | 54'348 CHF | 99.65% | 99.65% |
08.07.2024 | 1.69% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'763 CHF | 59'763 CHF | 99.85% | 99.85% |
05.07.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'999 CHF | 59'999 CHF | 100.00% | 100.00% |
04.07.2024 | 1.64% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'312 CHF | 61'312 CHF | 100.00% | 100.00% |
03.07.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'206 CHF | 59'206 CHF | 99.25% | 99.25% |
02.07.2024 | 1.87% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'894 CHF | 53'894 CHF | 99.66% | 99.66% |