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 | 0.98% | 1.06 CHF | 1.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'706 CHF | 102'706 CHF | 99.72% | 99.72% |
12.07.2024 | 0.96% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 103'378 CHF | 104'378 CHF | 97.13% | 97.13% |
11.07.2024 | 0.91% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'688 CHF | 110'688 CHF | 99.09% | 99.09% |
10.07.2024 | 0.89% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 111'324 CHF | 112'324 CHF | 98.75% | 98.75% |
09.07.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'465 CHF | 110'465 CHF | 100.00% | 100.00% |
08.07.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'756 CHF | 109'756 CHF | 98.75% | 98.75% |
05.07.2024 | 0.94% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 106'453 CHF | 107'453 CHF | 98.35% | 98.35% |
04.07.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 110'445 CHF | 111'445 CHF | 100.00% | 100.00% |
03.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 111'346 CHF | 112'346 CHF | 98.93% | 98.93% |
02.07.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 116'168 CHF | 117'168 CHF | 98.91% | 98.91% |