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 | 0.54% | 1.87 CHF | 1.88 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 184'885 CHF | 185'876 CHF | 100.00% | 100.00% |
12.07.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 184'317 CHF | 185'309 CHF | 100.00% | 100.00% |
11.07.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 185'213 CHF | 186'204 CHF | 100.00% | 100.00% |
10.07.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 187'292 CHF | 188'284 CHF | 100.00% | 100.00% |
09.07.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 100'000 | 100'000 | 99'054 | 99'054 | 188'753 CHF | 189'744 CHF | 99.49% | 99.49% |
08.07.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 187'258 CHF | 188'250 CHF | 100.00% | 100.00% |
05.07.2024 | 0.54% | 1.89 CHF | 1.90 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 186'427 CHF | 187'418 CHF | 100.00% | 100.00% |
04.07.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 186'611 CHF | 187'602 CHF | 100.00% | 100.00% |
03.07.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 187'717 CHF | 188'709 CHF | 100.00% | 100.00% |
02.07.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 189'015 CHF | 190'006 CHF | 100.00% | 100.00% |