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% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'880 CHF | 102'880 CHF | 99.72% | 99.72% |
12.07.2024 | 0.99% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'500 CHF | 101'500 CHF | 97.13% | 97.13% |
11.07.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'027 CHF | 95'027 CHF | 99.08% | 99.08% |
10.07.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'494 CHF | 93'494 CHF | 98.75% | 98.75% |
09.07.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'756 CHF | 95'756 CHF | 100.00% | 100.00% |
08.07.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'439 CHF | 96'439 CHF | 98.75% | 98.75% |
05.07.2024 | 1.02% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 97'842 CHF | 98'842 CHF | 98.35% | 98.35% |
04.07.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'935 CHF | 94'935 CHF | 100.00% | 100.00% |
03.07.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'298 CHF | 94'298 CHF | 98.93% | 98.93% |
02.07.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'375 CHF | 89'375 CHF | 98.90% | 98.90% |