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 | 1.03% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 96'478 | 96'478 | 93'341 CHF | 94'306 CHF | 100.00% | 100.00% |
12.07.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 98'000 | 98'000 | 95'473 | 95'473 | 90'032 CHF | 90'986 CHF | 100.00% | 100.00% |
11.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 98'000 | 98'000 | 95'423 | 95'423 | 89'047 CHF | 90'002 CHF | 100.00% | 100.00% |
10.07.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 97'535 | 97'535 | 94'283 CHF | 95'259 CHF | 100.00% | 100.00% |
09.07.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 97'245 | 97'245 | 91'998 CHF | 92'970 CHF | 100.00% | 100.00% |
08.07.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 97'394 | 97'394 | 93'688 CHF | 94'661 CHF | 100.00% | 100.00% |
05.07.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 95'839 | 95'839 | 87'607 CHF | 88'565 CHF | 99.82% | 99.82% |
04.07.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 98'000 | 98'000 | 95'434 | 95'434 | 83'307 CHF | 84'261 CHF | 99.50% | 99.50% |
03.07.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 98'000 | 98'000 | 95'804 | 95'804 | 86'867 CHF | 87'825 CHF | 99.35% | 99.35% |
02.07.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 102'000 | 102'000 | 99'077 | 99'077 | 96'307 CHF | 97'298 CHF | 100.00% | 100.00% |