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 | 0.79% | 1.26 CHF | 1.27 CHF | 100'000 | 100'000 | 96'477 | 96'477 | 121'091 CHF | 122'055 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 98'000 | 98'000 | 95'473 | 95'473 | 117'398 CHF | 118'353 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 98'000 | 98'000 | 95'423 | 95'423 | 116'396 CHF | 117'351 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 97'535 | 97'535 | 122'150 CHF | 123'125 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 97'245 | 97'245 | 119'687 CHF | 120'659 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 97'394 | 97'394 | 121'322 CHF | 122'296 CHF | 100.00% | 100.00% |
05.07.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 95'839 | 95'839 | 114'813 CHF | 115'771 CHF | 99.82% | 99.82% |
04.07.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 98'000 | 98'000 | 95'434 | 95'434 | 110'447 CHF | 111'402 CHF | 99.50% | 99.50% |
03.07.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 98'000 | 98'000 | 95'804 | 95'804 | 114'003 CHF | 114'961 CHF | 99.35% | 99.35% |
02.07.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 102'000 | 102'000 | 99'077 | 99'077 | 124'334 CHF | 125'325 CHF | 100.00% | 100.00% |