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 | 1.72% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'766 CHF | 58'766 CHF | 99.66% | 99.66% |
12.07.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'668 CHF | 57'668 CHF | 99.01% | 99.01% |
11.07.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'626 CHF | 56'626 CHF | 99.09% | 99.09% |
10.07.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'372 CHF | 56'372 CHF | 100.00% | 100.00% |
09.07.2024 | 1.89% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'528 CHF | 53'528 CHF | 100.00% | 100.00% |
08.07.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 105'356 | 100'000 | 52'202 CHF | 50'578 CHF | 100.00% | 100.00% |
05.07.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 101'825 | 100'000 | 50'800 CHF | 50'906 CHF | 98.98% | 98.98% |
04.07.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'875 CHF | 52'875 CHF | 100.00% | 100.00% |
03.07.2024 | 1.76% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'214 CHF | 57'214 CHF | 99.99% | 99.99% |
02.07.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'054 CHF | 63'054 CHF | 100.00% | 100.00% |