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 | 0.87% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 98'059 | 98'059 | 112'614 CHF | 113'594 CHF | 100.00% | 100.00% |
12.07.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 98'000 | 98'000 | 98'000 | 98'000 | 112'538 CHF | 113'518 CHF | 100.00% | 100.00% |
11.07.2024 | 0.91% | 1.14 CHF | 1.15 CHF | 98'000 | 98'000 | 99'681 | 99'681 | 109'310 CHF | 110'308 CHF | 100.00% | 100.00% |
10.07.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 100'000 | 100'000 | 100'195 | 100'195 | 106'279 CHF | 107'281 CHF | 100.00% | 100.00% |
09.07.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 99'047 | 99'047 | 110'938 CHF | 111'928 CHF | 99.73% | 99.73% |
08.07.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 99'345 | 99'345 | 110'975 CHF | 111'969 CHF | 99.31% | 99.31% |
05.07.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 99'883 | 99'883 | 110'685 CHF | 111'684 CHF | 100.00% | 100.00% |
04.07.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 98'000 | 98'000 | 99'988 | 99'988 | 110'680 CHF | 111'680 CHF | 99.55% | 99.55% |
03.07.2024 | 0.90% | 1.06 CHF | 1.07 CHF | 100'000 | 100'000 | 99'413 | 99'413 | 109'852 CHF | 110'846 CHF | 100.00% | 100.00% |
02.07.2024 | 0.94% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 100'707 | 100'707 | 106'280 CHF | 107'287 CHF | 100.00% | 100.00% |