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 | 0.69% | 1.43 CHF | 1.44 CHF | 100'000 | 100'000 | 98'059 | 98'059 | 142'627 CHF | 143'608 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 98'000 | 98'000 | 98'000 | 98'000 | 142'445 CHF | 143'425 CHF | 100.00% | 100.00% |
11.07.2024 | 0.71% | 1.44 CHF | 1.45 CHF | 98'000 | 98'000 | 99'679 | 99'679 | 139'807 CHF | 140'804 CHF | 100.00% | 100.00% |
10.07.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 100'000 | 100'000 | 100'195 | 100'195 | 137'006 CHF | 138'008 CHF | 100.00% | 100.00% |
09.07.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 100'000 | 100'000 | 99'047 | 99'047 | 141'249 CHF | 142'239 CHF | 99.76% | 99.76% |
08.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 100'000 | 100'000 | 99'344 | 99'344 | 141'355 CHF | 142'348 CHF | 99.31% | 99.31% |
05.07.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 100'000 | 100'000 | 99'882 | 99'882 | 141'091 CHF | 142'090 CHF | 100.00% | 100.00% |
04.07.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 98'000 | 98'000 | 99'988 | 99'988 | 141'159 CHF | 142'159 CHF | 99.65% | 99.65% |
03.07.2024 | 0.71% | 1.37 CHF | 1.38 CHF | 100'000 | 100'000 | 99'413 | 99'413 | 140'225 CHF | 141'219 CHF | 99.99% | 99.99% |
02.07.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 100'000 | 100'000 | 100'706 | 100'706 | 137'121 CHF | 138'128 CHF | 100.00% | 100.00% |