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 | 0.51% | 1.89 CHF | 1.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 195'841 CHF | 196'841 CHF | 93.85% | 93.85% |
12.07.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 196'370 CHF | 197'370 CHF | 98.38% | 98.38% |
11.07.2024 | 0.52% | 1.87 CHF | 1.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 191'190 CHF | 192'190 CHF | 99.09% | 99.09% |
10.07.2024 | 0.57% | 1.83 CHF | 1.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 176'401 CHF | 177'401 CHF | 100.00% | 100.00% |
09.07.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 178'096 CHF | 179'096 CHF | 100.00% | 100.00% |
08.07.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 175'366 CHF | 176'366 CHF | 100.00% | 100.00% |
05.07.2024 | 0.57% | 1.71 CHF | 1.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 175'521 CHF | 176'521 CHF | 97.36% | 97.36% |
04.07.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 174'575 CHF | 175'575 CHF | 100.00% | 100.00% |
03.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 169'679 CHF | 170'679 CHF | 99.73% | 99.73% |
02.07.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 167'502 CHF | 168'502 CHF | 100.00% | 100.00% |