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 | 1.14% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'457 CHF | 88'457 CHF | 100.00% | 100.00% |
12.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'133 CHF | 94'133 CHF | 99.70% | 99.70% |
11.07.2024 | 1.13% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'060 CHF | 89'060 CHF | 99.35% | 99.35% |
10.07.2024 | 1.34% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'655 CHF | 75'655 CHF | 96.10% | 96.10% |
09.07.2024 | 1.54% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'528 CHF | 65'528 CHF | 99.66% | 99.66% |
08.07.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'317 CHF | 77'317 CHF | 99.85% | 99.85% |
05.07.2024 | 1.30% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'243 CHF | 77'243 CHF | 100.00% | 100.00% |
04.07.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'266 CHF | 76'266 CHF | 100.00% | 100.00% |
03.07.2024 | 1.33% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'726 CHF | 75'726 CHF | 99.25% | 99.25% |
02.07.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'896 CHF | 63'896 CHF | 99.68% | 99.68% |