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 | 1.89% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'354 | 100'000 | 52'624 CHF | 53'450 CHF | 99.72% | 99.72% |
12.07.2024 | 1.83% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'097 CHF | 55'097 CHF | 97.13% | 97.13% |
11.07.2024 | 1.64% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'423 CHF | 61'423 CHF | 99.08% | 99.08% |
10.07.2024 | 1.60% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'104 CHF | 63'104 CHF | 98.75% | 98.75% |
09.07.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'244 CHF | 61'244 CHF | 100.00% | 100.00% |
08.07.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'561 CHF | 60'561 CHF | 98.75% | 98.75% |
05.07.2024 | 1.73% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'356 CHF | 58'356 CHF | 98.35% | 98.35% |
04.07.2024 | 1.62% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'210 CHF | 62'210 CHF | 100.00% | 100.00% |
03.07.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'139 CHF | 63'139 CHF | 98.93% | 98.93% |
02.07.2024 | 1.48% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'033 CHF | 68'033 CHF | 96.30% | 96.30% |