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 | 1.88% | 1.07 CHF | 1.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 105'374 CHF | 107'374 CHF | 99.56% | 99.56% |
12.07.2024 | 1.88% | 1.08 CHF | 1.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 105'595 CHF | 107'595 CHF | 99.55% | 99.55% |
11.07.2024 | 1.95% | 1.03 CHF | 1.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'785 CHF | 103'785 CHF | 99.39% | 99.39% |
10.07.2024 | 1.98% | 1.01 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'040 CHF | 102'040 CHF | 99.52% | 99.52% |
09.07.2024 | 2.03% | 0.98 CHF | 1.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 97'440 CHF | 99'440 CHF | 99.52% | 99.52% |
08.07.2024 | 1.97% | 1.00 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'335 CHF | 102'335 CHF | 99.52% | 99.52% |
05.07.2024 | 1.92% | 1.00 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 103'427 CHF | 105'427 CHF | 98.45% | 98.45% |
04.07.2024 | 1.95% | 1.02 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'419 CHF | 103'419 CHF | 98.68% | 98.68% |
03.07.2024 | 1.97% | 1.01 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'315 CHF | 102'315 CHF | 99.49% | 99.49% |
02.07.2024 | 2.14% | 0.94 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'661 CHF | 94'661 CHF | 99.55% | 99.55% |