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 | 1.57% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'211 CHF | 64'211 CHF | 99.39% | 99.39% |
12.07.2024 | 1.58% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'811 CHF | 63'811 CHF | 99.05% | 99.05% |
11.07.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'677 CHF | 59'677 CHF | 98.57% | 98.57% |
10.07.2024 | 1.79% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'387 CHF | 56'387 CHF | 95.47% | 95.47% |
09.07.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'790 CHF | 55'790 CHF | 99.05% | 99.05% |
08.07.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'410 CHF | 58'410 CHF | 99.24% | 99.24% |
05.07.2024 | 1.75% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'727 CHF | 57'727 CHF | 99.39% | 99.39% |
04.07.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'387 CHF | 57'387 CHF | 99.39% | 99.39% |
03.07.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'240 CHF | 53'240 CHF | 98.61% | 98.61% |
02.07.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 104'734 | 104'734 | 52'683 CHF | 53'731 CHF | 99.03% | 99.03% |