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 | 0.94% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 48'239 | 48'239 | 50'959 CHF | 51'442 CHF | 99.99% | 99.99% |
12.07.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 49'000 | 49'000 | 47'736 | 47'736 | 48'133 CHF | 48'610 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 49'000 | 49'000 | 47'708 | 47'708 | 47'345 CHF | 47'822 CHF | 100.00% | 100.00% |
10.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 48'768 | 48'768 | 51'899 CHF | 52'387 CHF | 100.00% | 100.00% |
09.07.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 48'622 | 48'622 | 49'770 CHF | 50'256 CHF | 100.00% | 100.00% |
08.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 48'697 | 48'697 | 51'328 CHF | 51'815 CHF | 100.00% | 100.00% |
05.07.2024 | 1.04% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 47'919 | 47'919 | 45'933 CHF | 46'413 CHF | 99.81% | 99.81% |
04.07.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 49'000 | 49'000 | 47'717 | 47'717 | 41'877 CHF | 42'355 CHF | 99.49% | 99.49% |
03.07.2024 | 1.05% | 0.91 CHF | 0.92 CHF | 49'000 | 49'000 | 47'902 | 47'902 | 45'299 CHF | 45'778 CHF | 99.37% | 99.37% |
02.07.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 51'000 | 51'000 | 49'539 | 49'539 | 53'499 CHF | 53'994 CHF | 100.00% | 100.00% |