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 | 0.90% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'330 CHF | 55'830 CHF | 98.52% | 98.52% |
12.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'957 CHF | 55'457 CHF | 99.38% | 99.38% |
11.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'922 CHF | 55'422 CHF | 99.15% | 99.15% |
10.07.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'286 CHF | 52'786 CHF | 100.00% | 100.00% |
09.07.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'140 CHF | 52'640 CHF | 100.00% | 100.00% |
08.07.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'043 CHF | 52'543 CHF | 100.00% | 100.00% |
05.07.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'601 CHF | 52'101 CHF | 99.62% | 99.62% |
04.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'617 CHF | 52'117 CHF | 100.00% | 100.00% |
03.07.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 53'416 | 50'000 | 53'197 CHF | 50'330 CHF | 99.73% | 99.73% |
02.07.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 59'839 | 50'000 | 57'736 CHF | 48'747 CHF | 100.00% | 100.00% |