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 | 0.82% | 1.19 CHF | 1.20 CHF | 100'000 | 100'000 | 98'059 | 98'059 | 119'725 CHF | 120'705 CHF | 100.00% | 100.00% |
12.07.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 98'000 | 98'000 | 98'000 | 98'000 | 119'562 CHF | 120'542 CHF | 100.00% | 100.00% |
11.07.2024 | 0.85% | 1.21 CHF | 1.22 CHF | 98'000 | 98'000 | 99'680 | 99'680 | 116'492 CHF | 117'490 CHF | 100.00% | 100.00% |
10.07.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 100'196 | 100'196 | 113'583 CHF | 114'585 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 100'000 | 100'000 | 99'047 | 99'047 | 118'130 CHF | 119'120 CHF | 99.74% | 99.74% |
08.07.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 100'000 | 100'000 | 99'345 | 99'345 | 118'178 CHF | 119'171 CHF | 99.30% | 99.30% |
05.07.2024 | 0.84% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 99'883 | 99'883 | 117'879 CHF | 118'878 CHF | 100.00% | 100.00% |
04.07.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 98'000 | 98'000 | 99'988 | 99'988 | 117'914 CHF | 118'914 CHF | 99.63% | 99.63% |
03.07.2024 | 0.85% | 1.13 CHF | 1.14 CHF | 100'000 | 100'000 | 99'413 | 99'413 | 116'970 CHF | 117'965 CHF | 100.00% | 100.00% |
02.07.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'707 | 100'707 | 113'648 CHF | 114'655 CHF | 99.99% | 99.99% |