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 | 3.01% | 0.34 CHF | 0.35 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 32'735 CHF | 33'727 CHF | 100.00% | 100.00% |
11.07.2024 | 3.17% | 0.32 CHF | 0.33 CHF | 100'000 | 100'000 | 96'997 | 98'988 | 30'488 CHF | 32'096 CHF | 92.73% | 92.73% |
10.07.2024 | 3.41% | 0.30 CHF | 0.31 CHF | 100'000 | 100'000 | 99'063 | 99'061 | 28'820 CHF | 29'811 CHF | 100.00% | 100.00% |
09.07.2024 | 3.24% | 0.29 CHF | 0.30 CHF | 100'000 | 100'000 | 99'054 | 98'869 | 30'450 CHF | 31'384 CHF | 99.53% | 99.53% |
08.07.2024 | 3.12% | 0.31 CHF | 0.32 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 31'612 CHF | 32'603 CHF | 100.00% | 100.00% |
05.07.2024 | 2.87% | 0.32 CHF | 0.33 CHF | 100'000 | 100'000 | 99'057 | 99'057 | 34'339 CHF | 35'331 CHF | 99.70% | 99.70% |
04.07.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 32'439 CHF | 33'431 CHF | 100.00% | 100.00% |
03.07.2024 | 3.16% | 0.32 CHF | 0.33 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 31'211 CHF | 32'203 CHF | 100.00% | 100.00% |
02.07.2024 | 3.43% | 0.31 CHF | 0.32 CHF | 100'000 | 100'000 | 99'062 | 98'574 | 28'704 CHF | 29'553 CHF | 100.00% | 100.00% |
01.07.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 100'000 | 100'000 | 99'040 | 99'040 | 30'597 CHF | 31'588 CHF | 97.58% | 98.69% |