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 | 1.05% | 2.93 CHF | 2.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 146'263 CHF | 147'802 CHF | 98.73% | 98.73% |
12.07.2024 | 1.08% | 2.89 CHF | 2.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 141'532 CHF | 143'065 CHF | 99.38% | 99.38% |
11.07.2024 | 1.10% | 2.80 CHF | 2.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 137'715 CHF | 139'237 CHF | 95.04% | 95.04% |
10.07.2024 | 1.14% | 2.67 CHF | 2.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 132'006 CHF | 133'513 CHF | 99.42% | 99.42% |
09.07.2024 | 1.44% | 2.66 CHF | 2.70 CHF | 25'000 | 25'000 | 26'552 | 26'552 | 72'298 CHF | 73'330 CHF | 97.84% | 97.84% |
08.07.2024 | 0.80% | 2.73 CHF | 2.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 135'920 CHF | 137'015 CHF | 97.89% | 97.89% |
05.07.2024 | 0.84% | 2.59 CHF | 2.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 132'534 CHF | 133'655 CHF | 99.52% | 99.52% |
04.07.2024 | 0.83% | 2.64 CHF | 2.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'029 CHF | 132'115 CHF | 98.25% | 98.25% |
03.07.2024 | 0.87% | 2.54 CHF | 2.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'206 CHF | 126'293 CHF | 97.39% | 97.39% |
02.07.2024 | 0.90% | 2.43 CHF | 2.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'264 CHF | 120'347 CHF | 93.48% | 93.48% |