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 | 0.94% | 1.04 CHF | 1.05 CHF | 107'000 | 107'000 | 105'091 | 105'091 | 111'232 CHF | 112'283 CHF | 100.00% | 100.00% |
12.07.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 105'000 | 105'000 | 105'325 | 105'325 | 111'260 CHF | 112'314 CHF | 100.00% | 100.00% |
11.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 107'000 | 107'000 | 106'581 | 106'581 | 111'076 CHF | 112'143 CHF | 100.00% | 100.00% |
10.07.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 107'000 | 107'000 | 106'617 | 106'617 | 111'131 CHF | 112'197 CHF | 100.00% | 100.00% |
09.07.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 107'000 | 107'000 | 107'668 | 107'668 | 109'719 CHF | 110'795 CHF | 100.00% | 100.00% |
08.07.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 105'000 | 105'000 | 106'827 | 106'827 | 111'627 CHF | 112'695 CHF | 100.00% | 100.00% |
05.07.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 107'000 | 107'000 | 106'999 | 106'999 | 111'032 CHF | 112'102 CHF | 99.82% | 99.82% |
04.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 107'000 | 107'000 | 107'000 | 107'000 | 111'183 CHF | 112'253 CHF | 99.49% | 99.49% |
03.07.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 107'000 | 107'000 | 106'627 | 106'627 | 111'545 CHF | 112'611 CHF | 99.37% | 99.37% |
02.07.2024 | 1.06% | 1.03 CHF | 1.04 CHF | 107'000 | 107'000 | 102'151 | 102'151 | 105'717 CHF | 106'749 CHF | 100.00% | 100.00% |