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 | 0.85% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 117'396 CHF | 118'396 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 123'026 CHF | 124'026 CHF | 99.70% | 99.70% |
11.07.2024 | 0.85% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 117'776 CHF | 118'776 CHF | 86.34% | 86.34% |
10.07.2024 | 0.96% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 104'413 CHF | 105'413 CHF | 96.11% | 96.11% |
09.07.2024 | 1.06% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'298 CHF | 95'298 CHF | 99.67% | 99.67% |
08.07.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 106'080 CHF | 107'080 CHF | 99.84% | 99.84% |
05.07.2024 | 0.94% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 105'960 CHF | 106'960 CHF | 100.00% | 100.00% |
04.07.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 105'045 CHF | 106'045 CHF | 100.00% | 100.00% |
03.07.2024 | 0.95% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 104'468 CHF | 105'468 CHF | 99.25% | 99.25% |
02.07.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'550 CHF | 93'550 CHF | 99.67% | 99.67% |