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 | 0.83% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'099 CHF | 60'599 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'081 CHF | 60'581 CHF | 98.43% | 98.43% |
11.07.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'414 CHF | 58'914 CHF | 97.99% | 97.99% |
10.07.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'402 CHF | 59'902 CHF | 99.77% | 99.77% |
09.07.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'672 CHF | 59'172 CHF | 100.00% | 100.00% |
08.07.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'855 CHF | 57'355 CHF | 98.99% | 98.99% |
05.07.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'122 CHF | 56'622 CHF | 100.00% | 100.00% |
04.07.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'724 CHF | 59'224 CHF | 98.16% | 98.16% |
03.07.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'411 CHF | 57'911 CHF | 100.00% | 100.00% |
02.07.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'864 CHF | 60'364 CHF | 100.00% | 100.00% |