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 | 0.92% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 48'239 | 48'239 | 52'380 CHF | 52'863 CHF | 100.00% | 100.00% |
12.07.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 49'000 | 49'000 | 47'736 | 47'736 | 54'199 CHF | 54'676 CHF | 100.00% | 100.00% |
11.07.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 49'000 | 49'000 | 47'707 | 47'707 | 54'626 CHF | 55'104 CHF | 100.00% | 100.00% |
10.07.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 48'768 | 48'768 | 51'842 CHF | 52'330 CHF | 100.00% | 100.00% |
09.07.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 48'622 | 48'622 | 53'691 CHF | 54'177 CHF | 100.00% | 100.00% |
08.07.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 48'697 | 48'697 | 52'238 CHF | 52'725 CHF | 100.00% | 100.00% |
05.07.2024 | 0.85% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 47'919 | 47'919 | 56'141 CHF | 56'620 CHF | 99.81% | 99.81% |
04.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 49'000 | 49'000 | 47'717 | 47'717 | 59'854 CHF | 60'331 CHF | 99.49% | 99.49% |
03.07.2024 | 0.84% | 1.23 CHF | 1.24 CHF | 49'000 | 49'000 | 47'902 | 47'902 | 56'773 CHF | 57'252 CHF | 99.36% | 99.36% |
02.07.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 51'000 | 51'000 | 49'539 | 49'539 | 51'585 CHF | 52'081 CHF | 100.00% | 100.00% |