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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 1.62% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'424 CHF | 62'424 CHF | 99.01% | 99.01% |
11.07.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'366 CHF | 59'366 CHF | 91.88% | 91.88% |
10.07.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'105 | 100'000 | 53'543 CHF | 54'492 CHF | 100.00% | 100.00% |
09.07.2024 | 1.74% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'908 CHF | 57'908 CHF | 100.00% | 100.00% |
08.07.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'120 CHF | 60'120 CHF | 100.00% | 100.00% |
05.07.2024 | 1.55% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 99'551 | 99'551 | 64'359 CHF | 65'358 CHF | 98.52% | 98.52% |
04.07.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'920 CHF | 61'920 CHF | 100.00% | 100.00% |
03.07.2024 | 1.71% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'123 CHF | 59'123 CHF | 99.82% | 99.82% |
02.07.2024 | 1.87% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'095 CHF | 54'095 CHF | 100.00% | 100.00% |
01.07.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'952 CHF | 57'952 CHF | 92.11% | 92.11% |