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 | 2.52% | 0.80 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'463 CHF | 80'463 CHF | 98.06% | 98.06% |
12.07.2024 | 2.51% | 0.81 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'681 CHF | 80'681 CHF | 99.55% | 99.55% |
11.07.2024 | 2.64% | 0.77 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'911 CHF | 76'911 CHF | 99.43% | 99.43% |
10.07.2024 | 2.70% | 0.75 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'222 CHF | 75'222 CHF | 99.52% | 99.52% |
09.07.2024 | 2.79% | 0.71 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'637 CHF | 72'637 CHF | 99.52% | 99.52% |
08.07.2024 | 2.68% | 0.73 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'561 CHF | 75'561 CHF | 99.48% | 99.48% |
05.07.2024 | 2.58% | 0.74 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'620 CHF | 78'620 CHF | 98.45% | 98.45% |
04.07.2024 | 2.65% | 0.75 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'614 CHF | 76'614 CHF | 98.68% | 98.68% |
03.07.2024 | 2.68% | 0.74 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'525 CHF | 75'525 CHF | 99.50% | 99.50% |
02.07.2024 | 2.99% | 0.67 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'952 CHF | 67'952 CHF | 99.58% | 99.58% |