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 | 1.24% | 0.79 CHF | 0.80 CHF | 50'000 | 50'000 | 48'239 | 48'239 | 38'595 CHF | 39'077 CHF | 100.00% | 100.00% |
12.07.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 49'000 | 49'000 | 47'736 | 47'736 | 40'632 CHF | 41'109 CHF | 100.00% | 100.00% |
11.07.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 49'000 | 49'000 | 47'712 | 47'712 | 41'092 CHF | 41'569 CHF | 100.00% | 100.00% |
10.07.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 48'768 | 48'768 | 38'091 CHF | 38'579 CHF | 100.00% | 100.00% |
09.07.2024 | 1.21% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 48'622 | 48'622 | 39'993 CHF | 40'479 CHF | 100.00% | 100.00% |
08.07.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 50'000 | 50'000 | 48'697 | 48'697 | 38'452 CHF | 38'939 CHF | 99.99% | 99.99% |
05.07.2024 | 1.12% | 0.85 CHF | 0.86 CHF | 50'000 | 50'000 | 47'919 | 47'919 | 42'613 CHF | 43'093 CHF | 99.81% | 99.81% |
04.07.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 49'000 | 49'000 | 47'717 | 47'717 | 46'403 CHF | 46'880 CHF | 99.49% | 99.49% |
03.07.2024 | 1.10% | 0.94 CHF | 0.95 CHF | 49'000 | 49'000 | 47'902 | 47'902 | 43'246 CHF | 43'725 CHF | 99.35% | 99.35% |
02.07.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 51'000 | 51'000 | 49'538 | 49'538 | 37'711 CHF | 38'206 CHF | 100.00% | 100.00% |