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 | 1.20% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 48'239 | 48'239 | 40'111 CHF | 40'593 CHF | 99.99% | 99.99% |
12.07.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 49'000 | 49'000 | 47'736 | 47'736 | 42'083 CHF | 42'560 CHF | 100.00% | 100.00% |
11.07.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 49'000 | 49'000 | 47'712 | 47'712 | 42'535 CHF | 43'012 CHF | 100.00% | 100.00% |
10.07.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 50'000 | 50'000 | 48'768 | 48'768 | 39'550 CHF | 40'037 CHF | 100.00% | 100.00% |
09.07.2024 | 1.16% | 0.83 CHF | 0.84 CHF | 50'000 | 50'000 | 48'622 | 48'622 | 41'504 CHF | 41'990 CHF | 100.00% | 100.00% |
08.07.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 48'697 | 48'697 | 39'951 CHF | 40'438 CHF | 100.00% | 100.00% |
05.07.2024 | 1.08% | 0.88 CHF | 0.89 CHF | 50'000 | 50'000 | 47'919 | 47'919 | 44'105 CHF | 44'584 CHF | 99.82% | 99.82% |
04.07.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 49'000 | 49'000 | 47'717 | 47'717 | 47'899 CHF | 48'376 CHF | 99.50% | 99.50% |
03.07.2024 | 1.07% | 0.97 CHF | 0.98 CHF | 49'000 | 49'000 | 47'902 | 47'902 | 44'746 CHF | 45'225 CHF | 99.36% | 99.36% |
02.07.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 51'000 | 51'000 | 49'538 | 49'538 | 39'183 CHF | 39'678 CHF | 100.00% | 100.00% |