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 | 0.72% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 48'239 | 48'239 | 66'544 CHF | 67'026 CHF | 100.00% | 100.00% |
12.07.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 49'000 | 49'000 | 47'736 | 47'736 | 68'212 CHF | 68'690 CHF | 100.00% | 100.00% |
11.07.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 49'000 | 49'000 | 47'712 | 47'712 | 68'569 CHF | 69'047 CHF | 100.00% | 100.00% |
10.07.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 48'767 | 48'767 | 65'990 CHF | 66'478 CHF | 100.00% | 100.00% |
09.07.2024 | 0.71% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 48'622 | 48'622 | 67'781 CHF | 68'267 CHF | 100.00% | 100.00% |
08.07.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 48'697 | 48'697 | 66'250 CHF | 66'737 CHF | 99.99% | 99.99% |
05.07.2024 | 0.68% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 47'919 | 47'919 | 69'970 CHF | 70'449 CHF | 99.81% | 99.81% |
04.07.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 49'000 | 49'000 | 47'717 | 47'717 | 73'641 CHF | 74'119 CHF | 99.49% | 99.49% |
03.07.2024 | 0.68% | 1.51 CHF | 1.52 CHF | 49'000 | 49'000 | 47'902 | 47'902 | 70'580 CHF | 71'059 CHF | 99.35% | 99.35% |
02.07.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 51'000 | 51'000 | 49'538 | 49'538 | 65'815 CHF | 66'310 CHF | 99.99% | 99.99% |