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 | 0.74% | 1.28 CHF | 1.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 134'766 CHF | 135'766 CHF | 93.83% | 93.83% |
12.07.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 135'301 CHF | 136'301 CHF | 98.39% | 98.39% |
11.07.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 130'179 CHF | 131'179 CHF | 99.09% | 99.09% |
10.07.2024 | 0.86% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 115'362 CHF | 116'362 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 117'064 CHF | 118'064 CHF | 100.00% | 100.00% |
08.07.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 114'330 CHF | 115'330 CHF | 100.00% | 100.00% |
05.07.2024 | 0.87% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 114'507 CHF | 115'507 CHF | 98.63% | 98.63% |
04.07.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 113'575 CHF | 114'575 CHF | 100.00% | 100.00% |
03.07.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'723 CHF | 109'723 CHF | 99.73% | 99.73% |
02.07.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 106'524 CHF | 107'524 CHF | 100.00% | 100.00% |