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 | 1.97% | 1.05 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'119 CHF | 54'173 CHF | 99.72% | 99.72% |
12.07.2024 | 2.33% | 1.06 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'911 CHF | 54'159 CHF | 99.01% | 99.01% |
11.07.2024 | 2.18% | 1.07 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'205 CHF | 53'357 CHF | 99.08% | 99.08% |
10.07.2024 | 2.20% | 1.05 CHF | 1.07 CHF | 50'000 | 50'000 | 50'271 | 50'000 | 51'156 CHF | 52'017 CHF | 100.00% | 100.00% |
09.07.2024 | 2.17% | 1.00 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'904 CHF | 53'042 CHF | 100.00% | 100.00% |
08.07.2024 | 2.17% | 0.99 CHF | 1.01 CHF | 60'000 | 50'000 | 54'973 | 50'000 | 54'681 CHF | 50'851 CHF | 100.00% | 100.00% |
05.07.2024 | 2.46% | 0.99 CHF | 1.02 CHF | 60'000 | 50'000 | 57'881 | 50'000 | 56'947 CHF | 50'447 CHF | 98.86% | 98.86% |
04.07.2024 | 2.45% | 0.97 CHF | 0.99 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'303 CHF | 48'939 CHF | 100.00% | 100.00% |
03.07.2024 | 2.50% | 0.88 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'725 CHF | 45'051 CHF | 99.82% | 99.82% |
02.07.2024 | 2.63% | 0.83 CHF | 0.85 CHF | 70'000 | 50'000 | 69'823 | 50'000 | 56'913 CHF | 41'847 CHF | 99.79% | 99.79% |