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 | 0.77% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 128'948 CHF | 129'948 CHF | 94.59% | 94.59% |
12.07.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 129'532 CHF | 130'532 CHF | 98.38% | 98.38% |
11.07.2024 | 0.80% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 124'913 CHF | 125'913 CHF | 99.05% | 99.05% |
10.07.2024 | 0.91% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'639 CHF | 110'639 CHF | 100.00% | 100.00% |
09.07.2024 | 0.89% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 111'256 CHF | 112'256 CHF | 100.00% | 100.00% |
08.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'538 CHF | 109'538 CHF | 100.00% | 100.00% |
05.07.2024 | 0.92% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'634 CHF | 109'634 CHF | 98.81% | 98.81% |
04.07.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 107'822 CHF | 108'822 CHF | 100.00% | 100.00% |
03.07.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 102'996 CHF | 103'996 CHF | 99.73% | 99.73% |
02.07.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'758 CHF | 101'758 CHF | 99.29% | 99.29% |