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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 160'556 CHF | 161'547 CHF | 100.00% | 100.00% |
11.07.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 162'129 CHF | 163'121 CHF | 99.93% | 99.93% |
10.07.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 164'654 CHF | 165'646 CHF | 100.00% | 100.00% |
09.07.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 100'000 | 100'000 | 99'054 | 99'054 | 162'972 CHF | 163'963 CHF | 99.53% | 99.53% |
08.07.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 161'822 CHF | 162'814 CHF | 100.00% | 100.00% |
05.07.2024 | 0.63% | 1.64 CHF | 1.65 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 159'393 CHF | 160'385 CHF | 100.00% | 100.00% |
04.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 161'172 CHF | 162'164 CHF | 100.00% | 100.00% |
03.07.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 162'706 CHF | 163'697 CHF | 100.00% | 100.00% |
02.07.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 100'000 | 100'000 | 98'975 | 98'975 | 164'997 CHF | 165'988 CHF | 91.50% | 100.00% |
01.07.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 100'000 | 100'000 | 99'042 | 99'042 | 163'337 CHF | 164'329 CHF | 97.76% | 98.86% |