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 | 1.51% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'758 CHF | 66'758 CHF | 99.72% | 99.72% |
12.07.2024 | 1.55% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'312 CHF | 65'312 CHF | 97.14% | 97.14% |
11.07.2024 | 1.71% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'983 CHF | 58'983 CHF | 99.09% | 99.09% |
10.07.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'177 CHF | 57'177 CHF | 98.75% | 98.75% |
09.07.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'535 CHF | 59'535 CHF | 100.00% | 100.00% |
08.07.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'244 CHF | 60'244 CHF | 98.75% | 98.75% |
05.07.2024 | 1.61% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'644 CHF | 62'644 CHF | 98.35% | 98.35% |
04.07.2024 | 1.72% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'790 CHF | 58'790 CHF | 100.00% | 100.00% |
03.07.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'054 CHF | 58'054 CHF | 98.28% | 98.28% |
02.07.2024 | 1.89% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'375 CHF | 53'375 CHF | 98.91% | 98.91% |