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 | 0.62% | 1.59 CHF | 1.60 CHF | 100'000 | 100'000 | 99'588 | 99'588 | 159'540 CHF | 160'536 CHF | 100.00% | 100.00% |
12.07.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 100'000 | 100'000 | 99'588 | 99'588 | 162'321 CHF | 163'317 CHF | 100.00% | 100.00% |
11.07.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 100'000 | 100'000 | 99'496 | 99'496 | 160'484 CHF | 161'480 CHF | 99.83% | 99.83% |
10.07.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 100'000 | 100'000 | 99'617 | 99'617 | 155'813 CHF | 156'809 CHF | 100.00% | 100.00% |
09.07.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 100'000 | 100'000 | 99'708 | 99'708 | 155'008 CHF | 156'005 CHF | 99.11% | 99.11% |
08.07.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 100'000 | 100'000 | 99'587 | 99'587 | 156'321 CHF | 157'317 CHF | 100.00% | 100.00% |
05.07.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 100'000 | 100'000 | 99'587 | 99'587 | 157'486 CHF | 158'482 CHF | 99.81% | 99.81% |
04.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 100'000 | 100'000 | 99'588 | 99'588 | 156'564 CHF | 157'559 CHF | 100.00% | 100.00% |
03.07.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 100'000 | 100'000 | 100'058 | 100'058 | 155'117 CHF | 156'117 CHF | 100.00% | 100.00% |
02.07.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 100'000 | 100'000 | 101'845 | 101'845 | 156'996 CHF | 158'015 CHF | 100.00% | 100.00% |