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 | 0.65% | 1.46 CHF | 1.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 152'882 CHF | 153'882 CHF | 94.60% | 94.60% |
12.07.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 153'463 CHF | 154'463 CHF | 98.38% | 98.38% |
11.07.2024 | 0.67% | 1.45 CHF | 1.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 148'836 CHF | 149'836 CHF | 98.69% | 98.69% |
10.07.2024 | 0.75% | 1.40 CHF | 1.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 133'494 CHF | 134'494 CHF | 100.00% | 100.00% |
09.07.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 135'179 CHF | 136'179 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 132'453 CHF | 133'453 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 1.29 CHF | 1.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 132'587 CHF | 133'587 CHF | 98.81% | 98.81% |
04.07.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 131'774 CHF | 132'774 CHF | 100.00% | 100.00% |
03.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 126'889 CHF | 127'889 CHF | 99.73% | 99.73% |
02.07.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 124'644 CHF | 125'644 CHF | 99.99% | 99.99% |