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 | 1.14% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'550 CHF | 88'550 CHF | 99.72% | 99.72% |
12.07.2024 | 1.16% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'059 CHF | 87'059 CHF | 97.14% | 97.14% |
11.07.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'774 CHF | 80'774 CHF | 98.10% | 98.10% |
10.07.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'046 CHF | 79'046 CHF | 98.75% | 98.75% |
09.07.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'126 CHF | 81'126 CHF | 100.00% | 100.00% |
08.07.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'950 CHF | 81'950 CHF | 98.75% | 98.75% |
05.07.2024 | 1.19% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'287 CHF | 84'287 CHF | 98.35% | 98.35% |
04.07.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'397 CHF | 80'397 CHF | 100.00% | 100.00% |
03.07.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'861 CHF | 79'861 CHF | 98.93% | 98.93% |
02.07.2024 | 1.34% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'020 CHF | 75'020 CHF | 98.88% | 98.88% |