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 | 1.50% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'975 CHF | 66'975 CHF | 98.22% | 98.22% |
12.07.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'103 CHF | 69'103 CHF | 99.01% | 99.01% |
11.07.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'689 CHF | 65'689 CHF | 99.08% | 99.08% |
10.07.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'519 CHF | 59'519 CHF | 100.00% | 100.00% |
09.07.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'233 CHF | 54'233 CHF | 100.00% | 100.00% |
08.07.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'344 CHF | 59'344 CHF | 100.00% | 100.00% |
05.07.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'168 CHF | 62'168 CHF | 98.98% | 98.98% |
04.07.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'954 CHF | 61'954 CHF | 99.50% | 99.50% |
03.07.2024 | 1.72% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'615 CHF | 58'615 CHF | 100.00% | 100.00% |
02.07.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'162 CHF | 54'162 CHF | 100.00% | 100.00% |