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 | 0.91% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'537 CHF | 55'037 CHF | 100.00% | 100.00% |
12.07.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'197 CHF | 55'697 CHF | 98.98% | 98.98% |
11.07.2024 | 0.91% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'539 CHF | 55'039 CHF | 91.08% | 91.08% |
10.07.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'120 CHF | 53'620 CHF | 99.84% | 99.84% |
09.07.2024 | 1.00% | 0.97 CHF | 0.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 49'564 CHF | 50'064 CHF | 100.00% | 100.00% |
08.07.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'108 CHF | 48'608 CHF | 100.00% | 100.00% |
05.07.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'850 CHF | 48'350 CHF | 100.00% | 100.00% |
04.07.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'402 CHF | 47'902 CHF | 100.00% | 100.00% |
03.07.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'929 CHF | 46'429 CHF | 99.51% | 99.51% |
02.07.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'569 CHF | 46'069 CHF | 100.00% | 100.00% |