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 | 5.96% | 1.50 CHF | 1.56 CHF | 100'000 | 100'000 | 58'070 | 58'070 | 94'522 CHF | 99'748 CHF | 99.34% | 99.34% |
12.07.2024 | 5.83% | 1.63 CHF | 1.68 CHF | 100'000 | 100'000 | 58'910 | 58'910 | 95'172 CHF | 100'252 CHF | 97.10% | 97.10% |
11.07.2024 | 5.61% | 1.59 CHF | 1.64 CHF | 100'000 | 100'000 | 58'246 | 58'246 | 85'635 CHF | 89'905 CHF | 98.01% | 98.01% |
10.07.2024 | 5.59% | 1.46 CHF | 1.50 CHF | 100'000 | 100'000 | 58'052 | 58'052 | 79'508 CHF | 83'484 CHF | 99.57% | 99.57% |
09.07.2024 | 5.69% | 1.31 CHF | 1.35 CHF | 100'000 | 100'000 | 58'049 | 58'049 | 77'309 CHF | 81'321 CHF | 99.63% | 99.63% |
08.07.2024 | 5.45% | 1.36 CHF | 1.40 CHF | 100'000 | 100'000 | 58'050 | 58'050 | 77'695 CHF | 81'526 CHF | 99.63% | 99.63% |
05.07.2024 | 5.52% | 1.31 CHF | 1.35 CHF | 100'000 | 100'000 | 58'232 | 58'232 | 79'754 CHF | 83'783 CHF | 98.32% | 98.32% |
04.07.2024 | 5.51% | 1.41 CHF | 1.45 CHF | 100'000 | 100'000 | 58'154 | 58'154 | 81'740 CHF | 85'840 CHF | 98.99% | 98.99% |
03.07.2024 | 5.41% | 1.42 CHF | 1.47 CHF | 100'000 | 100'000 | 58'124 | 58'124 | 82'300 CHF | 86'420 CHF | 99.64% | 99.64% |
02.07.2024 | 1.09% | 1.45 CHF | 1.46 CHF | 100'000 | 100'000 | 58'036 | 58'036 | 87'797 CHF | 88'665 CHF | 99.63% | 99.63% |