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% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'314 CHF | 79'023 CHF | 88.65% | 88.65% |
12.07.2024 | 0.91% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'198 CHF | 77'901 CHF | 99.01% | 99.01% |
11.07.2024 | 0.94% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'460 CHF | 75'166 CHF | 99.05% | 99.05% |
10.07.2024 | 0.98% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'228 CHF | 69'909 CHF | 99.36% | 99.36% |
09.07.2024 | 1.01% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'252 CHF | 66'928 CHF | 100.00% | 100.00% |
08.07.2024 | 0.96% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'858 CHF | 70'533 CHF | 98.15% | 98.15% |
05.07.2024 | 1.02% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'375 CHF | 70'084 CHF | 98.90% | 98.90% |
04.07.2024 | 0.95% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'377 CHF | 72'060 CHF | 100.00% | 100.00% |
03.07.2024 | 1.02% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'793 CHF | 68'489 CHF | 99.10% | 99.10% |
02.07.2024 | 1.07% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'376 CHF | 63'048 CHF | 100.00% | 100.00% |