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 | 1.71% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'041 CHF | 59'041 CHF | 99.66% | 99.66% |
12.07.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'177 CHF | 58'177 CHF | 99.01% | 99.01% |
11.07.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'883 CHF | 56'883 CHF | 99.09% | 99.09% |
10.07.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'771 CHF | 56'771 CHF | 100.00% | 100.00% |
09.07.2024 | 1.88% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'796 CHF | 53'796 CHF | 100.00% | 100.00% |
08.07.2024 | 1.98% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 101'675 | 100'000 | 50'880 CHF | 51'059 CHF | 100.00% | 100.00% |
05.07.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 101'052 | 100'000 | 50'534 CHF | 51'018 CHF | 98.98% | 98.98% |
04.07.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'118 CHF | 53'118 CHF | 100.00% | 100.00% |
03.07.2024 | 1.76% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'475 CHF | 57'475 CHF | 99.99% | 99.99% |
02.07.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'495 CHF | 63'495 CHF | 100.00% | 100.00% |