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 | 0.81% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 122'766 CHF | 123'766 CHF | 93.83% | 93.83% |
12.07.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 123'301 CHF | 124'301 CHF | 98.38% | 98.38% |
11.07.2024 | 0.84% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'742 CHF | 119'742 CHF | 99.08% | 99.08% |
10.07.2024 | 0.96% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 103'401 CHF | 104'401 CHF | 100.00% | 100.00% |
09.07.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 105'126 CHF | 106'126 CHF | 100.00% | 100.00% |
08.07.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 102'385 CHF | 103'385 CHF | 100.00% | 100.00% |
05.07.2024 | 0.97% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 102'510 CHF | 103'510 CHF | 98.81% | 98.81% |
04.07.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'669 CHF | 102'669 CHF | 100.00% | 100.00% |
03.07.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 96'807 CHF | 97'807 CHF | 99.73% | 99.73% |
02.07.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'583 CHF | 95'583 CHF | 99.97% | 99.97% |