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 | 0.53% | 1.87 CHF | 1.88 CHF | 50'000 | 50'000 | 48'239 | 48'239 | 90'681 CHF | 91'163 CHF | 100.00% | 100.00% |
12.07.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 49'000 | 49'000 | 47'736 | 47'736 | 92'010 CHF | 92'487 CHF | 100.00% | 100.00% |
11.07.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 49'000 | 49'000 | 47'707 | 47'707 | 92'290 CHF | 92'767 CHF | 100.00% | 100.00% |
10.07.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 50'000 | 50'000 | 48'768 | 48'768 | 90'143 CHF | 90'630 CHF | 100.00% | 100.00% |
09.07.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 48'622 | 48'622 | 91'877 CHF | 92'363 CHF | 100.00% | 100.00% |
08.07.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 48'697 | 48'697 | 90'424 CHF | 90'911 CHF | 100.00% | 100.00% |
05.07.2024 | 0.51% | 1.92 CHF | 1.93 CHF | 50'000 | 50'000 | 47'919 | 47'919 | 93'707 CHF | 94'186 CHF | 99.81% | 99.81% |
04.07.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 49'000 | 49'000 | 47'717 | 47'717 | 97'156 CHF | 97'633 CHF | 99.49% | 99.49% |
03.07.2024 | 0.51% | 2.01 CHF | 2.02 CHF | 49'000 | 49'000 | 47'902 | 47'902 | 94'196 CHF | 94'675 CHF | 99.35% | 99.35% |
02.07.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 51'000 | 51'000 | 49'539 | 49'539 | 90'170 CHF | 90'665 CHF | 99.99% | 99.99% |