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 | 1.92% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 99'064 | 99'064 | 51'513 CHF | 52'505 CHF | 100.00% | 100.00% |
12.07.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 50'778 CHF | 51'770 CHF | 100.00% | 100.00% |
11.07.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 51'971 CHF | 52'963 CHF | 100.00% | 100.00% |
10.07.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 53'698 CHF | 54'690 CHF | 100.00% | 100.00% |
09.07.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 99'053 | 99'053 | 55'372 CHF | 56'363 CHF | 99.49% | 99.49% |
08.07.2024 | 1.84% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 53'803 CHF | 54'795 CHF | 100.00% | 100.00% |
05.07.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 53'005 CHF | 53'997 CHF | 100.00% | 100.00% |
04.07.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 53'412 CHF | 54'404 CHF | 100.00% | 100.00% |
03.07.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 54'196 CHF | 55'187 CHF | 100.00% | 100.00% |
02.07.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 99'067 | 99'067 | 55'457 CHF | 56'449 CHF | 100.00% | 100.00% |