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 | 0.88% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 96'477 | 96'477 | 109'610 CHF | 110'575 CHF | 99.99% | 99.99% |
12.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 98'000 | 98'000 | 95'473 | 95'473 | 106'056 CHF | 107'011 CHF | 100.00% | 100.00% |
11.07.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 98'000 | 98'000 | 95'422 | 95'422 | 105'091 CHF | 106'045 CHF | 99.99% | 99.99% |
10.07.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 100'000 | 100'000 | 97'535 | 97'535 | 110'588 CHF | 111'563 CHF | 100.00% | 100.00% |
09.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 97'245 | 97'245 | 108'212 CHF | 109'184 CHF | 100.00% | 100.00% |
08.07.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 100'000 | 100'000 | 97'394 | 97'394 | 109'869 CHF | 110'843 CHF | 100.00% | 100.00% |
05.07.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 95'839 | 95'839 | 103'499 CHF | 104'458 CHF | 99.81% | 99.81% |
04.07.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 98'000 | 98'000 | 95'434 | 95'434 | 99'256 CHF | 100'210 CHF | 99.49% | 99.49% |
03.07.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 98'000 | 98'000 | 95'804 | 95'804 | 102'800 CHF | 103'759 CHF | 99.35% | 99.35% |
02.07.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 102'000 | 102'000 | 99'077 | 99'077 | 112'704 CHF | 113'695 CHF | 100.00% | 100.00% |