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 | 0.85% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'576 CHF | 82'270 CHF | 97.10% | 97.10% |
12.07.2024 | 0.84% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'228 CHF | 80'908 CHF | 99.01% | 99.01% |
11.07.2024 | 0.87% | 1.64 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'086 CHF | 80'782 CHF | 99.06% | 99.06% |
10.07.2024 | 0.84% | 1.55 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'875 CHF | 77'524 CHF | 100.00% | 100.00% |
09.07.2024 | 0.88% | 1.53 CHF | 1.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'870 CHF | 78'560 CHF | 100.00% | 100.00% |
08.07.2024 | 0.88% | 1.58 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'387 CHF | 81'097 CHF | 99.64% | 99.64% |
05.07.2024 | 0.89% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'757 CHF | 81'475 CHF | 98.87% | 98.87% |
04.07.2024 | 0.82% | 1.73 CHF | 1.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'903 CHF | 86'607 CHF | 100.00% | 100.00% |
03.07.2024 | 0.84% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'461 CHF | 84'168 CHF | 99.73% | 99.73% |
02.07.2024 | 0.88% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'715 CHF | 82'440 CHF | 100.00% | 100.00% |