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 | 1.33% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'975 CHF | 75'975 CHF | 98.22% | 98.22% |
12.07.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'103 CHF | 78'103 CHF | 99.01% | 99.01% |
11.07.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'689 CHF | 74'689 CHF | 99.08% | 99.08% |
10.07.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'581 CHF | 68'581 CHF | 100.00% | 100.00% |
09.07.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'346 CHF | 63'346 CHF | 100.00% | 100.00% |
08.07.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'344 CHF | 68'344 CHF | 100.00% | 100.00% |
05.07.2024 | 1.42% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'097 CHF | 71'097 CHF | 98.98% | 98.98% |
04.07.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'954 CHF | 70'954 CHF | 99.50% | 99.50% |
03.07.2024 | 1.49% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'615 CHF | 67'615 CHF | 100.00% | 100.00% |
02.07.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'079 CHF | 63'079 CHF | 100.00% | 100.00% |