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 | 0.94% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'123 CHF | 53'623 CHF | 100.00% | 100.00% |
12.07.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'741 CHF | 53'241 CHF | 98.41% | 98.41% |
11.07.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'345 CHF | 52'845 CHF | 98.85% | 98.85% |
10.07.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'257 CHF | 52'757 CHF | 99.80% | 99.80% |
09.07.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'049 CHF | 51'549 CHF | 100.00% | 100.00% |
08.07.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 49'954 CHF | 50'454 CHF | 98.99% | 98.99% |
05.07.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 49'991 CHF | 50'491 CHF | 100.00% | 100.00% |
04.07.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 50'862 CHF | 51'362 CHF | 98.16% | 98.16% |
03.07.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'637 CHF | 53'137 CHF | 100.00% | 100.00% |
02.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'957 CHF | 55'457 CHF | 100.00% | 100.00% |