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 | 0.88% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'277 CHF | 56'777 CHF | 93.15% | 93.15% |
12.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'680 CHF | 55'180 CHF | 99.01% | 99.01% |
11.07.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'345 CHF | 55'845 CHF | 99.08% | 99.08% |
10.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'969 CHF | 56'469 CHF | 100.00% | 100.00% |
09.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'987 CHF | 55'487 CHF | 100.00% | 100.00% |
08.07.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'159 CHF | 55'659 CHF | 98.29% | 98.29% |
05.07.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'631 CHF | 56'131 CHF | 93.65% | 93.65% |
04.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'539 CHF | 56'039 CHF | 100.00% | 100.00% |
03.07.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'315 CHF | 54'815 CHF | 99.73% | 99.73% |
02.07.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'785 CHF | 52'285 CHF | 100.00% | 100.00% |