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 | 3.61% | 0.56 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'481 CHF | 56'481 CHF | 98.07% | 98.07% |
12.07.2024 | 3.59% | 0.57 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'738 CHF | 56'738 CHF | 99.55% | 99.55% |
11.07.2024 | 3.85% | 0.53 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'009 CHF | 53'009 CHF | 99.43% | 99.43% |
10.07.2024 | 3.98% | 0.51 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 49'355 CHF | 51'355 CHF | 99.52% | 99.52% |
09.07.2024 | 4.19% | 0.47 CHF | 0.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 46'788 CHF | 48'788 CHF | 99.52% | 99.52% |
08.07.2024 | 3.94% | 0.49 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 49'731 CHF | 51'731 CHF | 99.52% | 99.52% |
05.07.2024 | 3.72% | 0.50 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'767 CHF | 54'767 CHF | 98.46% | 98.46% |
04.07.2024 | 3.87% | 0.52 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 50'768 CHF | 52'768 CHF | 98.68% | 98.68% |
03.07.2024 | 3.95% | 0.50 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 49'689 CHF | 51'689 CHF | 99.49% | 99.49% |
02.07.2024 | 4.63% | 0.43 CHF | 0.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 42'184 CHF | 44'184 CHF | 99.58% | 99.58% |