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 | 0.66% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 48'239 | 48'239 | 72'867 CHF | 73'350 CHF | 100.00% | 100.00% |
12.07.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 49'000 | 49'000 | 47'736 | 47'736 | 74'411 CHF | 74'888 CHF | 100.00% | 100.00% |
11.07.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 49'000 | 49'000 | 47'712 | 47'712 | 74'747 CHF | 75'224 CHF | 99.99% | 99.99% |
10.07.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 48'767 | 48'767 | 72'330 CHF | 72'817 CHF | 100.00% | 100.00% |
09.07.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 48'622 | 48'622 | 74'100 CHF | 74'586 CHF | 100.00% | 100.00% |
08.07.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 48'697 | 48'697 | 72'576 CHF | 73'063 CHF | 100.00% | 100.00% |
05.07.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 47'919 | 47'919 | 76'194 CHF | 76'673 CHF | 99.82% | 99.82% |
04.07.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 49'000 | 49'000 | 47'717 | 47'717 | 79'836 CHF | 80'314 CHF | 99.50% | 99.50% |
03.07.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 49'000 | 49'000 | 47'902 | 47'902 | 76'794 CHF | 77'273 CHF | 99.36% | 99.36% |
02.07.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 51'000 | 51'000 | 49'539 | 49'539 | 72'217 CHF | 72'712 CHF | 99.99% | 99.99% |