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 | 1.52% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'089 CHF | 66'089 CHF | 99.66% | 99.66% |
12.07.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'177 CHF | 65'177 CHF | 99.01% | 99.01% |
11.07.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'956 CHF | 63'956 CHF | 99.09% | 99.09% |
10.07.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'823 CHF | 63'823 CHF | 100.00% | 100.00% |
09.07.2024 | 1.66% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'829 CHF | 60'829 CHF | 100.00% | 100.00% |
08.07.2024 | 1.74% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'084 CHF | 58'084 CHF | 100.00% | 100.00% |
05.07.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'034 CHF | 58'034 CHF | 98.98% | 98.98% |
04.07.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'194 CHF | 60'194 CHF | 100.00% | 100.00% |
03.07.2024 | 1.56% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'537 CHF | 64'537 CHF | 99.99% | 99.99% |
02.07.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'559 CHF | 70'559 CHF | 100.00% | 100.00% |