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 | 1.28% | 0.78 CHF | 0.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'734 CHF | 39'234 CHF | 100.00% | 100.00% |
12.07.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'508 CHF | 39'008 CHF | 98.41% | 98.41% |
11.07.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'632 CHF | 40'132 CHF | 90.65% | 90.65% |
10.07.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'910 CHF | 40'410 CHF | 99.80% | 99.80% |
09.07.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'859 CHF | 40'359 CHF | 100.00% | 100.00% |
08.07.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'148 CHF | 39'648 CHF | 98.99% | 98.99% |
05.07.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'080 CHF | 39'580 CHF | 100.00% | 100.00% |
04.07.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'211 CHF | 39'711 CHF | 98.17% | 98.17% |
03.07.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'944 CHF | 40'444 CHF | 100.00% | 100.00% |
02.07.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'594 CHF | 41'094 CHF | 100.00% | 100.00% |