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 | 0.88% | 1.11 CHF | 1.12 CHF | 107'000 | 107'000 | 105'091 | 105'091 | 118'301 CHF | 119'352 CHF | 100.00% | 100.00% |
12.07.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 105'000 | 105'000 | 105'325 | 105'325 | 118'352 CHF | 119'405 CHF | 100.00% | 100.00% |
11.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 107'000 | 107'000 | 106'581 | 106'581 | 118'233 CHF | 119'300 CHF | 100.00% | 100.00% |
10.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 107'000 | 107'000 | 106'618 | 106'618 | 118'356 CHF | 119'422 CHF | 100.00% | 100.00% |
09.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 107'000 | 107'000 | 107'668 | 107'668 | 117'006 CHF | 118'083 CHF | 100.00% | 100.00% |
08.07.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 105'000 | 105'000 | 106'826 | 106'826 | 118'823 CHF | 119'892 CHF | 100.00% | 100.00% |
05.07.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 107'000 | 107'000 | 106'999 | 106'999 | 118'445 CHF | 119'515 CHF | 99.81% | 99.81% |
04.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 107'000 | 107'000 | 107'000 | 107'000 | 118'343 CHF | 119'413 CHF | 99.49% | 99.49% |
03.07.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 107'000 | 107'000 | 106'627 | 106'627 | 118'719 CHF | 119'785 CHF | 99.35% | 99.35% |
02.07.2024 | 0.99% | 1.10 CHF | 1.11 CHF | 107'000 | 107'000 | 102'151 | 102'151 | 112'640 CHF | 113'673 CHF | 100.00% | 100.00% |