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 | 1.37% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 72'372 CHF | 73'364 CHF | 100.00% | 100.00% |
12.07.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 73'218 CHF | 74'210 CHF | 100.00% | 100.00% |
11.07.2024 | 1.38% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 72'251 CHF | 73'243 CHF | 99.99% | 99.99% |
10.07.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 99'058 | 99'058 | 75'596 CHF | 76'587 CHF | 100.00% | 100.00% |
09.07.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 99'057 | 99'057 | 76'319 CHF | 77'310 CHF | 99.60% | 99.60% |
08.07.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 77'871 CHF | 78'862 CHF | 100.00% | 100.00% |
05.07.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 79'511 CHF | 80'503 CHF | 99.88% | 99.88% |
04.07.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 77'274 CHF | 78'266 CHF | 100.00% | 100.00% |
03.07.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 79'318 CHF | 80'310 CHF | 100.00% | 100.00% |
02.07.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 76'881 CHF | 77'873 CHF | 100.00% | 100.00% |