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 | 0.74% | 1.28 CHF | 1.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 135'090 CHF | 136'090 CHF | 94.55% | 94.55% |
12.07.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 135'658 CHF | 136'658 CHF | 98.38% | 98.38% |
11.07.2024 | 0.76% | 1.27 CHF | 1.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 131'054 CHF | 132'054 CHF | 99.09% | 99.09% |
10.07.2024 | 0.86% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 115'877 CHF | 116'877 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 117'413 CHF | 118'413 CHF | 100.00% | 100.00% |
08.07.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 114'725 CHF | 115'725 CHF | 100.00% | 100.00% |
05.07.2024 | 0.87% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 114'753 CHF | 115'753 CHF | 98.81% | 98.81% |
04.07.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 113'967 CHF | 114'967 CHF | 100.00% | 100.00% |
03.07.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'157 CHF | 110'157 CHF | 99.73% | 99.73% |
02.07.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 106'875 CHF | 107'875 CHF | 99.16% | 99.16% |