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 | 0.78% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 128'595 CHF | 129'595 CHF | 91.73% | 91.73% |
12.07.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 128'996 CHF | 129'996 CHF | 98.38% | 98.38% |
11.07.2024 | 0.80% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 123'963 CHF | 124'963 CHF | 98.91% | 98.91% |
10.07.2024 | 0.91% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'161 CHF | 110'161 CHF | 100.00% | 100.00% |
09.07.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 110'796 CHF | 111'796 CHF | 100.00% | 100.00% |
08.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'085 CHF | 109'085 CHF | 100.00% | 100.00% |
05.07.2024 | 0.92% | 1.04 CHF | 1.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'269 CHF | 109'269 CHF | 97.51% | 97.51% |
04.07.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 107'278 CHF | 108'278 CHF | 100.00% | 100.00% |
03.07.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 102'486 CHF | 103'486 CHF | 99.73% | 99.73% |
02.07.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'285 CHF | 101'285 CHF | 100.00% | 100.00% |