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 | 1.00% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 53'419 | 50'000 | 53'164 CHF | 50'340 CHF | 99.71% | 99.71% |
12.07.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'224 | 50'000 | 50'726 CHF | 51'004 CHF | 99.01% | 99.01% |
11.07.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'613 CHF | 52'113 CHF | 99.08% | 99.08% |
10.07.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 54'483 | 50'000 | 54'204 CHF | 50'297 CHF | 100.00% | 100.00% |
09.07.2024 | 1.03% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'686 CHF | 48'572 CHF | 100.00% | 100.00% |
08.07.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 54'283 | 50'000 | 53'872 CHF | 50'191 CHF | 100.00% | 100.00% |
05.07.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 58'247 CHF | 49'039 CHF | 98.86% | 98.86% |
04.07.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'692 CHF | 48'576 CHF | 100.00% | 100.00% |
03.07.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'988 CHF | 46'323 CHF | 99.82% | 99.82% |
02.07.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'945 CHF | 46'288 CHF | 100.00% | 100.00% |