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 | 3.04% | 0.66 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'880 CHF | 66'880 CHF | 98.05% | 98.05% |
12.07.2024 | 3.03% | 0.67 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'124 CHF | 67'124 CHF | 99.55% | 99.55% |
11.07.2024 | 3.21% | 0.63 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'374 CHF | 63'374 CHF | 99.32% | 99.32% |
10.07.2024 | 3.30% | 0.61 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'715 CHF | 61'715 CHF | 99.52% | 99.52% |
09.07.2024 | 3.44% | 0.58 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'133 CHF | 59'133 CHF | 99.52% | 99.52% |
08.07.2024 | 3.28% | 0.60 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'067 CHF | 62'067 CHF | 99.48% | 99.48% |
05.07.2024 | 3.12% | 0.60 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'115 CHF | 65'115 CHF | 98.45% | 98.45% |
04.07.2024 | 3.22% | 0.62 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'109 CHF | 63'109 CHF | 98.68% | 98.68% |
03.07.2024 | 3.28% | 0.61 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'028 CHF | 62'028 CHF | 99.50% | 99.50% |
02.07.2024 | 3.74% | 0.54 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'491 CHF | 54'491 CHF | 99.55% | 99.55% |