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 | 2.07% | 0.97 CHF | 0.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'856 CHF | 97'856 CHF | 98.06% | 98.06% |
12.07.2024 | 2.06% | 0.98 CHF | 1.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 96'053 CHF | 98'053 CHF | 99.55% | 99.55% |
11.07.2024 | 2.14% | 0.94 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'261 CHF | 94'261 CHF | 99.45% | 99.45% |
10.07.2024 | 2.19% | 0.92 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'528 CHF | 92'528 CHF | 99.52% | 99.52% |
09.07.2024 | 2.25% | 0.88 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'938 CHF | 89'938 CHF | 99.52% | 99.52% |
08.07.2024 | 2.18% | 0.90 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'842 CHF | 92'842 CHF | 99.52% | 99.52% |
05.07.2024 | 2.11% | 0.91 CHF | 0.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'922 CHF | 95'922 CHF | 98.45% | 98.45% |
04.07.2024 | 2.15% | 0.93 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'917 CHF | 93'917 CHF | 98.68% | 98.68% |
03.07.2024 | 2.18% | 0.91 CHF | 0.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'817 CHF | 92'817 CHF | 99.49% | 99.49% |
02.07.2024 | 2.38% | 0.84 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'187 CHF | 85'187 CHF | 99.57% | 99.57% |