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 | 0.98% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 96'478 | 96'478 | 97'749 CHF | 98'714 CHF | 100.00% | 100.00% |
12.07.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 98'000 | 98'000 | 95'473 | 95'473 | 94'391 CHF | 95'346 CHF | 100.00% | 100.00% |
11.07.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 98'000 | 98'000 | 95'418 | 95'418 | 93'491 CHF | 94'445 CHF | 100.00% | 100.00% |
10.07.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 97'535 | 97'535 | 98'839 CHF | 99'814 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 97'245 | 97'245 | 96'451 CHF | 97'424 CHF | 100.00% | 100.00% |
08.07.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 97'394 | 97'394 | 98'112 CHF | 99'086 CHF | 100.00% | 100.00% |
05.07.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 95'839 | 95'839 | 91'926 CHF | 92'884 CHF | 99.81% | 99.81% |
04.07.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 98'000 | 98'000 | 95'434 | 95'434 | 87'731 CHF | 88'685 CHF | 99.49% | 99.49% |
03.07.2024 | 1.04% | 0.93 CHF | 0.94 CHF | 98'000 | 98'000 | 95'803 | 95'803 | 91'201 CHF | 92'159 CHF | 99.35% | 99.35% |
02.07.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 102'000 | 102'000 | 99'077 | 99'077 | 100'809 CHF | 101'800 CHF | 100.00% | 100.00% |