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 | 1.08% | 0.90 CHF | 0.91 CHF | 107'000 | 107'000 | 105'091 | 105'091 | 96'412 CHF | 97'463 CHF | 100.00% | 100.00% |
12.07.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 105'000 | 105'000 | 105'325 | 105'325 | 96'424 CHF | 97'477 CHF | 100.00% | 100.00% |
11.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 107'000 | 107'000 | 106'585 | 106'585 | 96'092 CHF | 97'159 CHF | 100.00% | 100.00% |
10.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 107'000 | 107'000 | 106'617 | 106'617 | 96'148 CHF | 97'214 CHF | 100.00% | 100.00% |
09.07.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 107'000 | 107'000 | 107'668 | 107'668 | 94'633 CHF | 95'709 CHF | 100.00% | 100.00% |
08.07.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 105'000 | 105'000 | 106'827 | 106'827 | 96'656 CHF | 97'725 CHF | 100.00% | 100.00% |
05.07.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 107'000 | 107'000 | 106'999 | 106'999 | 96'040 CHF | 97'110 CHF | 99.81% | 99.81% |
04.07.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 107'000 | 107'000 | 107'000 | 107'000 | 96'163 CHF | 97'233 CHF | 99.49% | 99.49% |
03.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 107'000 | 107'000 | 106'627 | 106'627 | 96'571 CHF | 97'637 CHF | 99.35% | 99.35% |
02.07.2024 | 1.21% | 0.90 CHF | 0.91 CHF | 107'000 | 107'000 | 102'151 | 102'151 | 91'962 CHF | 92'994 CHF | 100.00% | 100.00% |