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 | 0.93% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'340 CHF | 53'840 CHF | 99.71% | 99.71% |
12.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'180 CHF | 54'680 CHF | 99.01% | 99.01% |
11.07.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'113 CHF | 55'613 CHF | 99.08% | 99.08% |
10.07.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'297 CHF | 53'797 CHF | 100.00% | 100.00% |
09.07.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'572 CHF | 52'072 CHF | 100.00% | 100.00% |
08.07.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'242 CHF | 53'742 CHF | 100.00% | 100.00% |
05.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'039 CHF | 52'539 CHF | 98.86% | 98.86% |
04.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'637 CHF | 52'137 CHF | 100.00% | 100.00% |
03.07.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 57'553 | 50'000 | 56'797 CHF | 49'871 CHF | 99.82% | 99.82% |
02.07.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 57'307 | 50'000 | 56'446 CHF | 49'788 CHF | 100.00% | 100.00% |