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 | 1.22% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 104'998 | 104'998 | 85'579 CHF | 86'629 CHF | 100.00% | 100.00% |
12.07.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 105'000 | 105'000 | 103'891 | 103'891 | 85'388 CHF | 86'426 CHF | 99.99% | 99.99% |
11.07.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 105'000 | 105'000 | 103'936 | 103'936 | 84'813 CHF | 85'853 CHF | 99.85% | 99.85% |
10.07.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 105'000 | 105'000 | 103'946 | 103'946 | 85'265 CHF | 86'304 CHF | 99.65% | 99.65% |
09.07.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 105'000 | 105'000 | 105'000 | 105'000 | 82'055 CHF | 83'105 CHF | 99.92% | 99.92% |
08.07.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 105'000 | 105'000 | 105'000 | 105'000 | 83'506 CHF | 84'556 CHF | 99.72% | 99.72% |
05.07.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 105'000 | 105'000 | 105'000 | 105'000 | 80'814 CHF | 81'864 CHF | 100.00% | 100.00% |
04.07.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 105'000 | 105'000 | 105'000 | 105'000 | 79'261 CHF | 80'311 CHF | 99.77% | 99.77% |
03.07.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 110'000 | 110'000 | 108'816 | 108'816 | 80'325 CHF | 81'413 CHF | 99.94% | 99.94% |
02.07.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 78'276 CHF | 79'376 CHF | 99.86% | 99.86% |