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 | 0.83% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'164 CHF | 60'664 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'174 CHF | 60'674 CHF | 98.47% | 98.47% |
11.07.2024 | 0.87% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'153 CHF | 57'653 CHF | 98.83% | 98.83% |
10.07.2024 | 1.16% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'840 CHF | 43'340 CHF | 99.80% | 99.80% |
09.07.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'854 CHF | 44'354 CHF | 100.00% | 100.00% |
08.07.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'170 CHF | 45'670 CHF | 98.99% | 98.99% |
05.07.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'732 CHF | 47'232 CHF | 100.00% | 100.00% |
04.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'573 CHF | 47'073 CHF | 98.17% | 98.17% |
03.07.2024 | 1.04% | 0.93 CHF | 0.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'614 CHF | 48'114 CHF | 100.00% | 100.00% |
02.07.2024 | 1.00% | 0.96 CHF | 0.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 49'798 CHF | 50'298 CHF | 100.00% | 100.00% |