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 | 0.72% | 1.36 CHF | 1.37 CHF | 100'000 | 100'000 | 98'059 | 98'059 | 136'485 CHF | 137'465 CHF | 100.00% | 100.00% |
12.07.2024 | 0.72% | 1.42 CHF | 1.43 CHF | 98'000 | 98'000 | 98'000 | 98'000 | 136'270 CHF | 137'250 CHF | 100.00% | 100.00% |
11.07.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 98'000 | 98'000 | 99'675 | 99'675 | 133'481 CHF | 134'478 CHF | 99.99% | 99.99% |
10.07.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 100'000 | 100'000 | 100'195 | 100'195 | 130'670 CHF | 131'672 CHF | 99.99% | 99.99% |
09.07.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 99'047 | 99'047 | 134'988 CHF | 135'978 CHF | 99.73% | 99.73% |
08.07.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 100'000 | 100'000 | 99'344 | 99'344 | 135'095 CHF | 136'088 CHF | 99.32% | 99.32% |
05.07.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 99'882 | 99'882 | 134'870 CHF | 135'868 CHF | 100.00% | 100.00% |
04.07.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 98'000 | 98'000 | 99'988 | 99'988 | 134'928 CHF | 135'928 CHF | 99.57% | 99.57% |
03.07.2024 | 0.74% | 1.30 CHF | 1.31 CHF | 100'000 | 100'000 | 99'413 | 99'413 | 133'934 CHF | 134'928 CHF | 100.00% | 100.00% |
02.07.2024 | 0.77% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 100'706 | 100'706 | 130'754 CHF | 131'761 CHF | 99.99% | 99.99% |