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 | 1.03% | 0.95 CHF | 0.96 CHF | 50'000 | 50'000 | 48'239 | 48'239 | 46'443 CHF | 46'925 CHF | 99.99% | 99.99% |
12.07.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 49'000 | 49'000 | 47'736 | 47'736 | 48'336 CHF | 48'814 CHF | 100.00% | 100.00% |
11.07.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 49'000 | 49'000 | 47'713 | 47'713 | 48'767 CHF | 49'245 CHF | 100.00% | 100.00% |
10.07.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 50'000 | 50'000 | 48'767 | 48'767 | 45'891 CHF | 46'378 CHF | 100.00% | 100.00% |
09.07.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 50'000 | 50'000 | 48'622 | 48'622 | 47'765 CHF | 48'251 CHF | 100.00% | 100.00% |
08.07.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 50'000 | 50'000 | 48'697 | 48'697 | 46'227 CHF | 46'714 CHF | 100.00% | 100.00% |
05.07.2024 | 0.95% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 47'919 | 47'919 | 50'262 CHF | 50'741 CHF | 99.81% | 99.81% |
04.07.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 49'000 | 49'000 | 47'717 | 47'717 | 54'017 CHF | 54'494 CHF | 99.49% | 99.49% |
03.07.2024 | 0.94% | 1.10 CHF | 1.11 CHF | 49'000 | 49'000 | 47'902 | 47'902 | 50'883 CHF | 51'362 CHF | 99.35% | 99.35% |
02.07.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 51'000 | 51'000 | 49'539 | 49'539 | 45'538 CHF | 46'034 CHF | 100.00% | 100.00% |