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 | 1.18% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 99'064 | 99'064 | 84'104 CHF | 85'096 CHF | 100.00% | 100.00% |
12.07.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 83'307 CHF | 84'298 CHF | 100.00% | 100.00% |
11.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 84'372 CHF | 85'363 CHF | 100.00% | 100.00% |
10.07.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 86'330 CHF | 87'322 CHF | 100.00% | 100.00% |
09.07.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 99'053 | 99'053 | 87'832 CHF | 88'824 CHF | 99.49% | 99.49% |
08.07.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 86'251 CHF | 87'243 CHF | 100.00% | 100.00% |
05.07.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 85'403 CHF | 86'395 CHF | 100.00% | 100.00% |
04.07.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 85'802 CHF | 86'793 CHF | 100.00% | 100.00% |
03.07.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 86'757 CHF | 87'748 CHF | 100.00% | 100.00% |
02.07.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 88'009 CHF | 89'001 CHF | 100.00% | 100.00% |