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 | 0.72% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'664 CHF | 70'164 CHF | 100.00% | 100.00% |
12.07.2024 | 0.71% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'725 CHF | 70'225 CHF | 98.46% | 98.46% |
11.07.2024 | 0.75% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'653 CHF | 67'153 CHF | 98.83% | 98.83% |
10.07.2024 | 0.95% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'340 CHF | 52'840 CHF | 99.80% | 99.80% |
09.07.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'354 CHF | 53'854 CHF | 100.00% | 100.00% |
08.07.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'773 CHF | 55'273 CHF | 98.99% | 98.99% |
05.07.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'232 CHF | 56'732 CHF | 100.00% | 100.00% |
04.07.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'073 CHF | 56'573 CHF | 98.17% | 98.17% |
03.07.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'229 CHF | 57'729 CHF | 100.00% | 100.00% |
02.07.2024 | 0.84% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'333 CHF | 59'833 CHF | 100.00% | 100.00% |