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 | 0.68% | 1.46 CHF | 1.47 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 146'091 CHF | 147'082 CHF | 100.00% | 100.00% |
11.07.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 147'665 CHF | 148'656 CHF | 99.99% | 99.99% |
10.07.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 150'095 CHF | 151'086 CHF | 100.00% | 100.00% |
09.07.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 100'000 | 100'000 | 99'053 | 99'053 | 148'448 CHF | 149'440 CHF | 99.53% | 99.53% |
08.07.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 147'458 CHF | 148'449 CHF | 100.00% | 100.00% |
05.07.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 144'806 CHF | 145'797 CHF | 100.00% | 100.00% |
04.07.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 146'827 CHF | 147'818 CHF | 100.00% | 100.00% |
03.07.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 148'121 CHF | 149'113 CHF | 100.00% | 100.00% |
02.07.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 150'689 CHF | 151'681 CHF | 100.00% | 100.00% |
01.07.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 100'000 | 100'000 | 99'006 | 99'006 | 148'874 CHF | 149'865 CHF | 94.26% | 98.47% |