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% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'493 CHF | 63'059 CHF | 99.71% | 99.71% |
12.07.2024 | 0.90% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'370 CHF | 64'952 CHF | 99.01% | 99.01% |
11.07.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'622 CHF | 66'122 CHF | 99.09% | 99.09% |
10.07.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'030 CHF | 64'530 CHF | 100.00% | 100.00% |
09.07.2024 | 0.76% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'801 CHF | 66'301 CHF | 100.00% | 100.00% |
08.07.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'178 CHF | 67'678 CHF | 100.00% | 100.00% |
05.07.2024 | 0.89% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'602 CHF | 63'164 CHF | 98.86% | 98.86% |
04.07.2024 | 0.82% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'476 CHF | 60'976 CHF | 100.00% | 100.00% |
03.07.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'663 CHF | 60'163 CHF | 99.82% | 99.82% |
02.07.2024 | 0.91% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'690 CHF | 59'224 CHF | 100.00% | 100.00% |