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 | 0.56% | 1.81 CHF | 1.82 CHF | 50'000 | 50'000 | 48'239 | 48'239 | 86'525 CHF | 87'008 CHF | 99.99% | 99.99% |
12.07.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 49'000 | 49'000 | 47'736 | 47'736 | 83'261 CHF | 83'738 CHF | 100.00% | 100.00% |
11.07.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 49'000 | 49'000 | 47'711 | 47'711 | 82'375 CHF | 82'852 CHF | 100.00% | 100.00% |
10.07.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 50'000 | 50'000 | 48'768 | 48'768 | 87'474 CHF | 87'962 CHF | 100.00% | 100.00% |
09.07.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 50'000 | 50'000 | 48'622 | 48'622 | 85'219 CHF | 85'705 CHF | 100.00% | 100.00% |
08.07.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 50'000 | 50'000 | 48'697 | 48'697 | 86'874 CHF | 87'361 CHF | 100.00% | 100.00% |
05.07.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 50'000 | 50'000 | 47'919 | 47'919 | 80'875 CHF | 81'355 CHF | 99.82% | 99.82% |
04.07.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 49'000 | 49'000 | 47'717 | 47'717 | 76'628 CHF | 77'105 CHF | 99.50% | 99.50% |
03.07.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 49'000 | 49'000 | 47'902 | 47'902 | 80'161 CHF | 80'640 CHF | 99.36% | 99.36% |
02.07.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 51'000 | 51'000 | 49'539 | 49'539 | 89'430 CHF | 89'926 CHF | 100.00% | 100.00% |