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 | 1.55% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'871 CHF | 64'871 CHF | 99.66% | 99.66% |
12.07.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'906 CHF | 63'906 CHF | 99.01% | 99.01% |
11.07.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'807 CHF | 62'807 CHF | 99.09% | 99.09% |
10.07.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'645 CHF | 62'645 CHF | 100.00% | 100.00% |
09.07.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'716 CHF | 59'716 CHF | 100.00% | 100.00% |
08.07.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'857 CHF | 56'857 CHF | 100.00% | 100.00% |
05.07.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'962 CHF | 56'962 CHF | 98.98% | 98.98% |
04.07.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'004 CHF | 59'004 CHF | 100.00% | 100.00% |
03.07.2024 | 1.59% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'362 CHF | 63'362 CHF | 99.99% | 99.99% |
02.07.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'205 CHF | 69'205 CHF | 100.00% | 100.00% |