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 | 1.29% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'294 CHF | 78'294 CHF | 99.72% | 99.72% |
12.07.2024 | 1.31% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'890 CHF | 76'890 CHF | 97.13% | 97.13% |
11.07.2024 | 1.43% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'577 CHF | 70'577 CHF | 99.08% | 99.08% |
10.07.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'896 CHF | 68'896 CHF | 98.75% | 98.75% |
09.07.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'917 CHF | 70'917 CHF | 100.00% | 100.00% |
08.07.2024 | 1.41% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'637 CHF | 71'637 CHF | 98.75% | 98.75% |
05.07.2024 | 1.36% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'965 CHF | 73'965 CHF | 98.35% | 98.35% |
04.07.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'233 CHF | 70'233 CHF | 100.00% | 100.00% |
03.07.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'654 CHF | 69'654 CHF | 98.93% | 98.93% |
02.07.2024 | 1.56% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'832 CHF | 64'832 CHF | 98.91% | 98.91% |