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 | 1.02% | 0.96 CHF | 0.97 CHF | 47'000 | 47'000 | 47'170 | 47'170 | 46'099 CHF | 46'570 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 46'987 CHF | 47'457 CHF | 100.00% | 100.00% |
11.07.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 47'000 | 47'000 | 46'957 | 46'957 | 47'609 CHF | 48'079 CHF | 100.00% | 100.00% |
10.07.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 46'793 CHF | 47'263 CHF | 100.00% | 100.00% |
09.07.2024 | 0.98% | 0.98 CHF | 0.99 CHF | 47'000 | 47'000 | 46'944 | 46'944 | 47'637 CHF | 48'107 CHF | 100.00% | 100.00% |
08.07.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 46'000 | 46'000 | 46'304 | 46'304 | 47'838 CHF | 48'301 CHF | 99.72% | 99.72% |
05.07.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 47'000 | 47'000 | 47'174 | 47'174 | 46'144 CHF | 46'616 CHF | 100.00% | 100.00% |
04.07.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 45'703 CHF | 46'183 CHF | 100.00% | 100.00% |
03.07.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 45'261 CHF | 45'741 CHF | 100.00% | 100.00% |
02.07.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 44'705 CHF | 45'185 CHF | 100.00% | 100.00% |