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 | 2.91% | 0.35 CHF | 0.36 CHF | 100'000 | 100'000 | 99'058 | 99'058 | 33'902 CHF | 34'893 CHF | 100.00% | 100.00% |
12.07.2024 | 2.94% | 0.34 CHF | 0.35 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 33'553 CHF | 34'544 CHF | 100.00% | 100.00% |
11.07.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 34'427 CHF | 35'419 CHF | 100.00% | 100.00% |
10.07.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 36'236 CHF | 37'228 CHF | 100.00% | 100.00% |
09.07.2024 | 2.61% | 0.39 CHF | 0.40 CHF | 100'000 | 100'000 | 99'052 | 99'052 | 37'832 CHF | 38'824 CHF | 99.49% | 99.49% |
08.07.2024 | 2.71% | 0.37 CHF | 0.38 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 36'453 CHF | 37'444 CHF | 100.00% | 100.00% |
05.07.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 100'000 | 100'000 | 99'057 | 99'057 | 35'726 CHF | 36'718 CHF | 99.53% | 99.53% |
04.07.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 35'661 CHF | 36'653 CHF | 100.00% | 100.00% |
03.07.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 100'000 | 100'000 | 99'036 | 99'036 | 36'537 CHF | 37'529 CHF | 97.20% | 100.00% |
02.07.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 38'104 CHF | 39'095 CHF | 100.00% | 100.00% |