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 | 0.63% | 1.52 CHF | 1.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 159'086 CHF | 160'086 CHF | 94.55% | 94.55% |
12.07.2024 | 0.62% | 1.58 CHF | 1.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 159'613 CHF | 160'613 CHF | 98.38% | 98.38% |
11.07.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 154'451 CHF | 155'451 CHF | 99.09% | 99.09% |
10.07.2024 | 0.71% | 1.46 CHF | 1.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'680 CHF | 140'680 CHF | 100.00% | 100.00% |
09.07.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 141'277 CHF | 142'277 CHF | 100.00% | 100.00% |
08.07.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 138'581 CHF | 139'581 CHF | 100.00% | 100.00% |
05.07.2024 | 0.72% | 1.35 CHF | 1.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 138'648 CHF | 139'648 CHF | 98.81% | 98.81% |
04.07.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 137'860 CHF | 138'860 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 132'996 CHF | 133'996 CHF | 99.73% | 99.73% |
02.07.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 130'783 CHF | 131'783 CHF | 99.31% | 99.31% |