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 | 1.26% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'810 CHF | 79'810 CHF | 99.66% | 99.66% |
12.07.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'668 CHF | 78'668 CHF | 99.01% | 99.01% |
11.07.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'683 CHF | 77'683 CHF | 99.09% | 99.09% |
10.07.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'480 CHF | 77'480 CHF | 100.00% | 100.00% |
09.07.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'528 CHF | 74'528 CHF | 100.00% | 100.00% |
08.07.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'682 CHF | 71'682 CHF | 100.00% | 100.00% |
05.07.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'906 CHF | 71'906 CHF | 98.98% | 98.98% |
04.07.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'875 CHF | 73'875 CHF | 100.00% | 100.00% |
03.07.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'275 CHF | 78'275 CHF | 99.99% | 99.99% |
02.07.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'097 CHF | 84'097 CHF | 100.00% | 100.00% |