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 | 0.97% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'060 | 50'000 | 51'359 CHF | 51'800 CHF | 98.73% | 98.73% |
12.07.2024 | 1.00% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 55'266 | 50'000 | 55'084 CHF | 50'399 CHF | 99.38% | 99.38% |
11.07.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'199 CHF | 72'949 CHF | 99.15% | 99.15% |
10.07.2024 | 1.09% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'461 CHF | 69'211 CHF | 100.00% | 100.00% |
09.07.2024 | 1.03% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'128 CHF | 72'878 CHF | 100.00% | 100.00% |
08.07.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 59'285 | 50'000 | 57'899 CHF | 49'345 CHF | 100.00% | 100.00% |
05.07.2024 | 0.96% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 50'682 | 50'000 | 52'756 CHF | 52'580 CHF | 99.62% | 99.62% |
04.07.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'041 | 50'000 | 50'374 CHF | 50'834 CHF | 100.00% | 100.00% |
03.07.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'740 CHF | 74'490 CHF | 99.73% | 99.73% |
02.07.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'644 CHF | 47'703 CHF | 100.00% | 100.00% |