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 | 1.58% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'706 CHF | 63'706 CHF | 99.72% | 99.72% |
12.07.2024 | 1.54% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'504 CHF | 65'504 CHF | 97.13% | 97.13% |
11.07.2024 | 1.40% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'899 CHF | 71'899 CHF | 99.08% | 99.08% |
10.07.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'506 CHF | 73'506 CHF | 98.75% | 98.75% |
09.07.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'465 CHF | 71'465 CHF | 100.00% | 100.00% |
08.07.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'756 CHF | 70'756 CHF | 98.75% | 98.75% |
05.07.2024 | 1.47% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'713 CHF | 68'713 CHF | 98.35% | 98.35% |
04.07.2024 | 1.39% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'603 CHF | 72'603 CHF | 100.00% | 100.00% |
03.07.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'346 CHF | 73'346 CHF | 98.93% | 98.93% |
02.07.2024 | 1.29% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'228 CHF | 78'228 CHF | 96.19% | 96.19% |