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 | 0.63% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 48'239 | 48'239 | 76'017 CHF | 76'499 CHF | 100.00% | 100.00% |
12.07.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 49'000 | 49'000 | 47'736 | 47'736 | 77'572 CHF | 78'049 CHF | 100.00% | 100.00% |
11.07.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 49'000 | 49'000 | 47'715 | 47'715 | 77'904 CHF | 78'381 CHF | 100.00% | 100.00% |
10.07.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 48'768 | 48'768 | 75'501 CHF | 75'989 CHF | 100.00% | 100.00% |
09.07.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 48'622 | 48'622 | 77'236 CHF | 77'722 CHF | 100.00% | 100.00% |
08.07.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 48'697 | 48'697 | 75'769 CHF | 76'256 CHF | 100.00% | 100.00% |
05.07.2024 | 0.60% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 47'919 | 47'919 | 79'292 CHF | 79'771 CHF | 99.82% | 99.82% |
04.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 49'000 | 49'000 | 47'717 | 47'717 | 82'869 CHF | 83'347 CHF | 99.50% | 99.50% |
03.07.2024 | 0.60% | 1.71 CHF | 1.72 CHF | 49'000 | 49'000 | 47'902 | 47'902 | 79'844 CHF | 80'323 CHF | 99.35% | 99.35% |
02.07.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 51'000 | 51'000 | 49'538 | 49'538 | 75'372 CHF | 75'867 CHF | 100.00% | 100.00% |