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 | 1.04% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'178 CHF | 48'148 CHF | 99.72% | 99.72% |
12.07.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 58'036 CHF | 48'863 CHF | 99.01% | 99.01% |
11.07.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 57'666 | 50'000 | 56'988 CHF | 49'937 CHF | 99.08% | 99.08% |
10.07.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'085 CHF | 48'071 CHF | 100.00% | 100.00% |
09.07.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'093 CHF | 46'411 CHF | 100.00% | 100.00% |
08.07.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'000 CHF | 48'000 CHF | 100.00% | 100.00% |
05.07.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'636 CHF | 46'863 CHF | 98.86% | 98.86% |
04.07.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'121 CHF | 46'434 CHF | 100.00% | 100.00% |
03.07.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'257 CHF | 44'047 CHF | 99.82% | 99.82% |
02.07.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'381 CHF | 44'150 CHF | 100.00% | 100.00% |