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 | 1.47% | 0.66 CHF | 0.67 CHF | 50'000 | 50'000 | 47'887 | 47'887 | 32'313 CHF | 32'792 CHF | 83.34% | 100.00% |
12.07.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 49'000 | 49'000 | 47'736 | 47'736 | 34'318 CHF | 34'795 CHF | 100.00% | 100.00% |
11.07.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 49'000 | 49'000 | 47'708 | 47'708 | 34'805 CHF | 35'283 CHF | 99.98% | 99.98% |
10.07.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 50'000 | 50'000 | 48'768 | 48'768 | 31'690 CHF | 32'178 CHF | 100.00% | 100.00% |
09.07.2024 | 1.44% | 0.66 CHF | 0.67 CHF | 50'000 | 50'000 | 48'622 | 48'622 | 33'610 CHF | 34'096 CHF | 100.00% | 100.00% |
08.07.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 50'000 | 50'000 | 48'697 | 48'697 | 32'072 CHF | 32'559 CHF | 100.00% | 100.00% |
05.07.2024 | 1.31% | 0.72 CHF | 0.73 CHF | 50'000 | 50'000 | 47'920 | 47'920 | 36'331 CHF | 36'811 CHF | 99.82% | 99.82% |
04.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 49'000 | 49'000 | 47'717 | 47'717 | 40'211 CHF | 40'689 CHF | 99.50% | 99.50% |
03.07.2024 | 1.29% | 0.81 CHF | 0.82 CHF | 49'000 | 49'000 | 47'902 | 47'902 | 37'036 CHF | 37'515 CHF | 99.36% | 99.36% |
02.07.2024 | 1.57% | 0.61 CHF | 0.62 CHF | 51'000 | 51'000 | 49'539 | 49'539 | 31'257 CHF | 31'752 CHF | 100.00% | 100.00% |