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 | 1.93% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 48'239 | 48'239 | 24'826 CHF | 25'309 CHF | 100.00% | 100.00% |
12.07.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 49'000 | 49'000 | 47'736 | 47'736 | 26'971 CHF | 27'449 CHF | 100.00% | 100.00% |
11.07.2024 | 1.72% | 0.56 CHF | 0.57 CHF | 49'000 | 49'000 | 47'709 | 47'709 | 27'495 CHF | 27'973 CHF | 100.00% | 100.00% |
10.07.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 50'000 | 50'000 | 48'768 | 48'768 | 24'214 CHF | 24'702 CHF | 100.00% | 100.00% |
09.07.2024 | 1.84% | 0.51 CHF | 0.52 CHF | 50'000 | 50'000 | 48'622 | 48'622 | 26'174 CHF | 26'660 CHF | 100.00% | 100.00% |
08.07.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 50'000 | 50'000 | 48'697 | 48'697 | 24'711 CHF | 25'198 CHF | 100.00% | 100.00% |
05.07.2024 | 1.64% | 0.57 CHF | 0.58 CHF | 50'000 | 50'000 | 47'919 | 47'919 | 29'075 CHF | 29'554 CHF | 99.82% | 99.82% |
04.07.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 49'000 | 49'000 | 47'717 | 47'717 | 32'932 CHF | 33'409 CHF | 99.50% | 99.50% |
03.07.2024 | 1.60% | 0.66 CHF | 0.67 CHF | 49'000 | 49'000 | 47'902 | 47'902 | 29'702 CHF | 30'181 CHF | 99.37% | 99.37% |
02.07.2024 | 2.06% | 0.46 CHF | 0.47 CHF | 51'000 | 51'000 | 49'538 | 49'538 | 23'784 CHF | 24'279 CHF | 100.00% | 100.00% |