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 | 1.38% | 1.83 CHF | 1.84 CHF | 50'000 | 50'000 | 29'828 | 29'828 | 54'860 CHF | 55'551 CHF | 99.33% | 99.33% |
12.07.2024 | 1.43% | 1.77 CHF | 1.79 CHF | 50'000 | 50'000 | 29'814 | 29'814 | 52'311 CHF | 52'985 CHF | 99.63% | 99.63% |
11.07.2024 | 1.46% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 30'093 | 30'093 | 51'903 CHF | 52'597 CHF | 92.90% | 92.90% |
10.07.2024 | 1.41% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 30'993 | 30'993 | 53'191 CHF | 53'868 CHF | 80.03% | 80.03% |
09.07.2024 | 1.44% | 1.78 CHF | 1.79 CHF | 50'000 | 50'000 | 29'813 | 29'813 | 54'488 CHF | 55'201 CHF | 99.61% | 99.61% |
08.07.2024 | 1.37% | 1.90 CHF | 1.91 CHF | 50'000 | 50'000 | 29'816 | 29'816 | 57'827 CHF | 58'554 CHF | 99.61% | 99.61% |
05.07.2024 | 1.34% | 1.95 CHF | 1.97 CHF | 50'000 | 50'000 | 29'924 | 29'924 | 57'761 CHF | 58'475 CHF | 98.16% | 98.16% |
04.07.2024 | 1.40% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 30'528 | 30'528 | 58'780 CHF | 59'526 CHF | 88.23% | 88.23% |
03.07.2024 | 1.36% | 1.93 CHF | 1.94 CHF | 50'000 | 50'000 | 29'845 | 29'845 | 57'148 CHF | 57'857 CHF | 99.63% | 99.63% |
02.07.2024 | 1.48% | 1.82 CHF | 1.84 CHF | 50'000 | 50'000 | 29'766 | 29'766 | 52'729 CHF | 53'433 CHF | 99.41% | 99.41% |