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 | 0.60% | 1.66 CHF | 1.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 165'199 CHF | 166'199 CHF | 100.00% | 100.00% |
12.07.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 164'444 CHF | 165'444 CHF | 97.77% | 97.77% |
11.07.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 165'743 CHF | 166'743 CHF | 99.95% | 99.95% |
10.07.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 168'137 CHF | 169'137 CHF | 99.78% | 99.78% |
09.07.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 170'165 CHF | 171'165 CHF | 100.00% | 100.00% |
08.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 168'089 CHF | 169'089 CHF | 98.99% | 98.99% |
05.07.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 167'189 CHF | 168'189 CHF | 100.00% | 100.00% |
04.07.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 167'126 CHF | 168'126 CHF | 98.15% | 98.15% |
03.07.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 168'531 CHF | 169'531 CHF | 100.00% | 100.00% |
02.07.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 170'380 CHF | 171'380 CHF | 100.00% | 100.00% |