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 | 1.29% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 104'998 | 104'998 | 80'932 CHF | 81'982 CHF | 100.00% | 100.00% |
12.07.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 105'000 | 105'000 | 103'891 | 103'891 | 80'443 CHF | 81'482 CHF | 100.00% | 100.00% |
11.07.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 105'000 | 105'000 | 103'936 | 103'936 | 80'055 CHF | 81'096 CHF | 100.00% | 100.00% |
10.07.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 105'000 | 105'000 | 103'940 | 103'940 | 80'325 CHF | 81'364 CHF | 100.00% | 100.00% |
09.07.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 105'000 | 105'000 | 105'000 | 105'000 | 76'992 CHF | 78'042 CHF | 100.00% | 100.00% |
08.07.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 105'000 | 105'000 | 105'000 | 105'000 | 78'700 CHF | 79'750 CHF | 100.00% | 100.00% |
05.07.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 105'000 | 105'000 | 105'000 | 105'000 | 76'284 CHF | 77'334 CHF | 100.00% | 100.00% |
04.07.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 105'000 | 105'000 | 105'000 | 105'000 | 74'412 CHF | 75'462 CHF | 100.00% | 100.00% |
03.07.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 110'000 | 110'000 | 108'816 | 108'816 | 75'177 CHF | 76'265 CHF | 100.00% | 100.00% |
02.07.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 73'160 CHF | 74'260 CHF | 100.00% | 100.00% |