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 | 1.87% | 1.08 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'699 CHF | 58'787 CHF | 98.52% | 98.52% |
12.07.2024 | 1.86% | 1.18 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'548 CHF | 58'628 CHF | 94.00% | 94.00% |
11.07.2024 | 1.82% | 1.16 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'409 CHF | 59'481 CHF | 85.95% | 85.95% |
10.07.2024 | 1.93% | 1.14 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'318 CHF | 57'414 CHF | 90.92% | 90.92% |
09.07.2024 | 1.82% | 1.18 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'405 CHF | 60'495 CHF | 98.72% | 98.72% |
08.07.2024 | 1.91% | 1.10 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'015 CHF | 56'074 CHF | 99.73% | 99.73% |
05.07.2024 | 1.94% | 1.05 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'346 CHF | 55'411 CHF | 99.62% | 99.62% |
04.07.2024 | 1.95% | 1.12 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'435 CHF | 56'524 CHF | 98.35% | 98.35% |
03.07.2024 | 1.92% | 1.12 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'676 CHF | 55'734 CHF | 99.73% | 99.73% |
02.07.2024 | 2.11% | 1.07 CHF | 1.09 CHF | 50'000 | 50'000 | 53'767 | 50'000 | 54'386 CHF | 51'819 CHF | 97.86% | 97.86% |