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 | 0.95% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 48'239 | 48'239 | 50'470 CHF | 50'953 CHF | 99.99% | 99.99% |
12.07.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 49'000 | 49'000 | 47'736 | 47'736 | 52'315 CHF | 52'792 CHF | 100.00% | 100.00% |
11.07.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 49'000 | 49'000 | 47'714 | 47'714 | 52'761 CHF | 53'239 CHF | 100.00% | 100.00% |
10.07.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 48'767 | 48'767 | 49'936 CHF | 50'424 CHF | 100.00% | 100.00% |
09.07.2024 | 0.93% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 48'622 | 48'622 | 51'788 CHF | 52'274 CHF | 100.00% | 100.00% |
08.07.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 48'697 | 48'697 | 50'274 CHF | 50'761 CHF | 100.00% | 100.00% |
05.07.2024 | 0.88% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 47'919 | 47'919 | 54'225 CHF | 54'704 CHF | 99.81% | 99.81% |
04.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 49'000 | 49'000 | 47'717 | 47'717 | 57'954 CHF | 58'432 CHF | 99.49% | 99.49% |
03.07.2024 | 0.87% | 1.19 CHF | 1.20 CHF | 49'000 | 49'000 | 47'902 | 47'902 | 54'860 CHF | 55'339 CHF | 99.37% | 99.37% |
02.07.2024 | 0.99% | 0.98 CHF | 0.99 CHF | 51'000 | 51'000 | 49'538 | 49'538 | 49'600 CHF | 50'095 CHF | 100.00% | 100.00% |