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 | 0.58% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 48'239 | 48'239 | 83'334 CHF | 83'816 CHF | 100.00% | 100.00% |
12.07.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 49'000 | 49'000 | 47'736 | 47'736 | 84'801 CHF | 85'278 CHF | 100.00% | 100.00% |
11.07.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 49'000 | 49'000 | 47'713 | 47'713 | 85'136 CHF | 85'613 CHF | 100.00% | 100.00% |
10.07.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 48'767 | 48'767 | 82'849 CHF | 83'337 CHF | 100.00% | 100.00% |
09.07.2024 | 0.57% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 48'622 | 48'622 | 84'603 CHF | 85'090 CHF | 100.00% | 100.00% |
08.07.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 48'697 | 48'697 | 83'143 CHF | 83'630 CHF | 100.00% | 100.00% |
05.07.2024 | 0.55% | 1.76 CHF | 1.77 CHF | 50'000 | 50'000 | 47'919 | 47'919 | 86'493 CHF | 86'972 CHF | 99.81% | 99.81% |
04.07.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 49'000 | 49'000 | 47'717 | 47'717 | 90'025 CHF | 90'502 CHF | 99.49% | 99.49% |
03.07.2024 | 0.55% | 1.86 CHF | 1.87 CHF | 49'000 | 49'000 | 47'902 | 47'902 | 87'033 CHF | 87'512 CHF | 99.35% | 99.35% |
02.07.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 51'000 | 51'000 | 49'538 | 49'538 | 82'798 CHF | 83'294 CHF | 100.00% | 100.00% |