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 | 3.52% | 0.28 CHF | 0.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 27'874 CHF | 28'874 CHF | 100.00% | 100.00% |
12.07.2024 | 3.49% | 0.29 CHF | 0.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 28'194 CHF | 29'194 CHF | 99.70% | 99.70% |
11.07.2024 | 3.68% | 0.28 CHF | 0.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 26'688 CHF | 27'688 CHF | 98.44% | 98.44% |
10.07.2024 | 4.09% | 0.27 CHF | 0.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 24'039 CHF | 25'039 CHF | 96.10% | 96.10% |
09.07.2024 | 4.36% | 0.23 CHF | 0.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 22'439 CHF | 23'439 CHF | 99.67% | 99.67% |
08.07.2024 | 4.23% | 0.22 CHF | 0.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 23'149 CHF | 24'149 CHF | 99.84% | 99.84% |
05.07.2024 | 3.85% | 0.23 CHF | 0.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 25'535 CHF | 26'535 CHF | 100.00% | 100.00% |
04.07.2024 | 4.03% | 0.25 CHF | 0.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 24'352 CHF | 25'352 CHF | 100.00% | 100.00% |
03.07.2024 | 3.89% | 0.26 CHF | 0.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 25'199 CHF | 26'199 CHF | 99.25% | 99.25% |
02.07.2024 | 4.23% | 0.24 CHF | 0.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 23'190 CHF | 24'190 CHF | 99.68% | 99.68% |