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 | 0.74% | 1.32 CHF | 1.33 CHF | 100'000 | 100'000 | 98'059 | 98'059 | 131'769 CHF | 132'749 CHF | 99.99% | 99.99% |
12.07.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 98'000 | 98'000 | 98'000 | 98'000 | 131'536 CHF | 132'516 CHF | 100.00% | 100.00% |
11.07.2024 | 0.77% | 1.33 CHF | 1.34 CHF | 98'000 | 98'000 | 99'675 | 99'675 | 128'720 CHF | 129'718 CHF | 99.99% | 99.99% |
10.07.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 100'195 | 100'195 | 125'898 CHF | 126'900 CHF | 100.00% | 100.00% |
09.07.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 100'000 | 100'000 | 99'047 | 99'047 | 130'245 CHF | 131'236 CHF | 99.77% | 99.77% |
08.07.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 100'000 | 100'000 | 99'345 | 99'345 | 130'351 CHF | 131'344 CHF | 99.29% | 99.29% |
05.07.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 100'000 | 100'000 | 99'882 | 99'882 | 130'010 CHF | 131'009 CHF | 99.99% | 99.99% |
04.07.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 98'000 | 98'000 | 99'988 | 99'988 | 130'089 CHF | 131'089 CHF | 99.57% | 99.57% |
03.07.2024 | 0.77% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 99'412 | 99'412 | 129'201 CHF | 130'195 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 100'000 | 100'000 | 100'707 | 100'707 | 125'949 CHF | 126'956 CHF | 99.99% | 99.99% |