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 | 0.82% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 122'267 CHF | 123'267 CHF | 94.59% | 94.59% |
12.07.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 122'851 CHF | 123'851 CHF | 98.38% | 98.38% |
11.07.2024 | 0.85% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 117'742 CHF | 118'742 CHF | 99.08% | 99.08% |
10.07.2024 | 0.97% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 102'977 CHF | 103'977 CHF | 100.00% | 100.00% |
09.07.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 104'559 CHF | 105'559 CHF | 100.00% | 100.00% |
08.07.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'860 CHF | 102'860 CHF | 100.00% | 100.00% |
05.07.2024 | 0.98% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'939 CHF | 102'939 CHF | 98.81% | 98.81% |
04.07.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'073 CHF | 102'073 CHF | 100.00% | 100.00% |
03.07.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 96'268 CHF | 97'268 CHF | 99.73% | 99.73% |
02.07.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'040 CHF | 95'040 CHF | 100.00% | 100.00% |