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 | 1.15% | 0.85 CHF | 0.86 CHF | 47'000 | 47'000 | 47'170 | 47'170 | 40'901 CHF | 41'373 CHF | 100.00% | 100.00% |
12.07.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 41'817 CHF | 42'287 CHF | 100.00% | 100.00% |
11.07.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 47'000 | 47'000 | 46'973 | 46'973 | 42'458 CHF | 42'928 CHF | 100.00% | 100.00% |
10.07.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 41'623 CHF | 42'093 CHF | 100.00% | 100.00% |
09.07.2024 | 1.10% | 0.87 CHF | 0.88 CHF | 47'000 | 47'000 | 46'944 | 46'944 | 42'473 CHF | 42'943 CHF | 100.00% | 100.00% |
08.07.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 46'000 | 46'000 | 46'304 | 46'304 | 42'744 CHF | 43'207 CHF | 99.69% | 99.69% |
05.07.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 47'000 | 47'000 | 47'174 | 47'174 | 40'955 CHF | 41'427 CHF | 100.00% | 100.00% |
04.07.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 40'423 CHF | 40'903 CHF | 100.00% | 100.00% |
03.07.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 40'005 CHF | 40'485 CHF | 100.00% | 100.00% |
02.07.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 39'425 CHF | 39'905 CHF | 100.00% | 100.00% |