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 | 0.64% | 1.59 CHF | 1.60 CHF | 100'000 | 100'000 | 99'064 | 99'064 | 156'629 CHF | 157'621 CHF | 100.00% | 100.00% |
12.07.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 156'350 CHF | 157'342 CHF | 100.00% | 100.00% |
11.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 157'251 CHF | 158'242 CHF | 100.00% | 100.00% |
10.07.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 159'076 CHF | 160'067 CHF | 100.00% | 100.00% |
09.07.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 100'000 | 100'000 | 99'053 | 99'053 | 160'674 CHF | 161'665 CHF | 99.49% | 99.49% |
08.07.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 159'294 CHF | 160'285 CHF | 100.00% | 100.00% |
05.07.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 158'597 CHF | 159'589 CHF | 100.00% | 100.00% |
04.07.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 158'501 CHF | 159'492 CHF | 100.00% | 100.00% |
03.07.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 159'451 CHF | 160'443 CHF | 100.00% | 100.00% |
02.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 160'964 CHF | 161'956 CHF | 100.00% | 100.00% |