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 | 0.68% | 1.40 CHF | 1.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 146'606 CHF | 147'606 CHF | 91.50% | 91.50% |
12.07.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 147'061 CHF | 148'061 CHF | 98.38% | 98.38% |
11.07.2024 | 0.70% | 1.38 CHF | 1.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 142'004 CHF | 143'004 CHF | 98.93% | 98.93% |
10.07.2024 | 0.78% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 127'185 CHF | 128'185 CHF | 100.00% | 100.00% |
09.07.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 128'827 CHF | 129'827 CHF | 100.00% | 100.00% |
08.07.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 126'124 CHF | 127'124 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 126'269 CHF | 127'269 CHF | 97.51% | 97.51% |
04.07.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 125'320 CHF | 126'320 CHF | 100.00% | 100.00% |
03.07.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 120'486 CHF | 121'486 CHF | 99.73% | 99.73% |
02.07.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'285 CHF | 119'285 CHF | 100.00% | 100.00% |