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 | 1.07% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'880 CHF | 93'880 CHF | 99.72% | 99.72% |
12.07.2024 | 1.09% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'500 CHF | 92'500 CHF | 97.13% | 97.13% |
11.07.2024 | 1.17% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'027 CHF | 86'027 CHF | 99.09% | 99.09% |
10.07.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'494 CHF | 84'494 CHF | 98.75% | 98.75% |
09.07.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'535 CHF | 86'535 CHF | 100.00% | 100.00% |
08.07.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'439 CHF | 87'439 CHF | 98.75% | 98.75% |
05.07.2024 | 1.12% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'842 CHF | 89'842 CHF | 98.35% | 98.35% |
04.07.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'935 CHF | 85'935 CHF | 100.00% | 100.00% |
03.07.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'298 CHF | 85'298 CHF | 98.93% | 98.93% |
02.07.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'375 CHF | 80'375 CHF | 98.91% | 98.91% |