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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 2.79% | 0.62 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'915 CHF | 61'609 CHF | 96.42% | 96.42% |
11.07.2024 | 2.65% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'285 CHF | 58'827 CHF | 91.88% | 91.88% |
10.07.2024 | 2.99% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'021 CHF | 54'633 CHF | 100.00% | 100.00% |
09.07.2024 | 2.88% | 0.53 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'041 CHF | 57'676 CHF | 100.00% | 100.00% |
08.07.2024 | 2.81% | 0.57 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'152 CHF | 59'811 CHF | 100.00% | 100.00% |
05.07.2024 | 2.51% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 99'545 | 99'545 | 63'230 CHF | 64'820 CHF | 97.30% | 97.30% |
04.07.2024 | 2.71% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'919 CHF | 61'567 CHF | 100.00% | 100.00% |
03.07.2024 | 2.75% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'327 CHF | 58'923 CHF | 99.82% | 99.82% |
02.07.2024 | 2.93% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'997 CHF | 54'568 CHF | 99.61% | 99.61% |
01.07.2024 | 2.82% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'219 CHF | 57'825 CHF | 92.85% | 92.85% |