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 | 0.78% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 98'059 | 98'059 | 125'288 CHF | 126'269 CHF | 100.00% | 100.00% |
12.07.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 98'000 | 98'000 | 98'000 | 98'000 | 125'148 CHF | 126'128 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 1.27 CHF | 1.28 CHF | 98'000 | 98'000 | 99'679 | 99'679 | 122'161 CHF | 123'158 CHF | 100.00% | 100.00% |
10.07.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 100'000 | 100'000 | 100'195 | 100'195 | 119'237 CHF | 120'239 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 99'047 | 99'047 | 123'738 CHF | 124'729 CHF | 99.73% | 99.73% |
08.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 99'345 | 99'345 | 123'820 CHF | 124'813 CHF | 99.29% | 99.29% |
05.07.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 99'882 | 99'882 | 123'566 CHF | 124'565 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 98'000 | 98'000 | 99'988 | 99'988 | 123'538 CHF | 124'538 CHF | 99.63% | 99.63% |
03.07.2024 | 0.81% | 1.19 CHF | 1.20 CHF | 100'000 | 100'000 | 99'413 | 99'413 | 122'648 CHF | 123'642 CHF | 100.00% | 100.00% |
02.07.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 100'706 | 100'706 | 119'251 CHF | 120'258 CHF | 99.99% | 99.99% |