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 | 0.71% | 1.35 CHF | 1.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 141'196 CHF | 142'196 CHF | 94.60% | 94.60% |
12.07.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 141'781 CHF | 142'781 CHF | 98.39% | 98.39% |
11.07.2024 | 0.73% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 137'138 CHF | 138'138 CHF | 99.09% | 99.09% |
10.07.2024 | 0.82% | 1.28 CHF | 1.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'977 CHF | 122'977 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 123'526 CHF | 124'526 CHF | 100.00% | 100.00% |
08.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 120'825 CHF | 121'825 CHF | 100.00% | 100.00% |
05.07.2024 | 0.82% | 1.17 CHF | 1.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 120'891 CHF | 121'891 CHF | 98.81% | 98.81% |
04.07.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 120'047 CHF | 121'047 CHF | 100.00% | 100.00% |
03.07.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 115'238 CHF | 116'238 CHF | 99.73% | 99.73% |
02.07.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 113'006 CHF | 114'006 CHF | 100.00% | 100.00% |