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 | 2.14% | 1.05 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'268 CHF | 54'421 CHF | 99.73% | 99.73% |
12.07.2024 | 2.23% | 1.08 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'891 CHF | 54'081 CHF | 99.01% | 99.01% |
11.07.2024 | 2.23% | 1.03 CHF | 1.05 CHF | 50'000 | 50'000 | 53'371 | 50'000 | 53'922 CHF | 51'721 CHF | 99.08% | 99.08% |
10.07.2024 | 2.11% | 0.99 CHF | 1.02 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'417 CHF | 48'868 CHF | 100.00% | 100.00% |
09.07.2024 | 2.20% | 0.89 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'862 CHF | 46'735 CHF | 100.00% | 100.00% |
08.07.2024 | 2.36% | 0.91 CHF | 0.94 CHF | 60'000 | 50'000 | 59'018 | 50'000 | 56'025 CHF | 48'646 CHF | 100.00% | 100.00% |
05.07.2024 | 2.30% | 0.97 CHF | 1.00 CHF | 60'000 | 50'000 | 53'794 | 50'000 | 53'558 CHF | 51'016 CHF | 98.86% | 98.86% |
04.07.2024 | 2.37% | 0.96 CHF | 0.98 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'991 CHF | 48'633 CHF | 100.00% | 100.00% |
03.07.2024 | 2.62% | 0.93 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'410 CHF | 47'401 CHF | 99.82% | 99.82% |
02.07.2024 | 2.38% | 0.90 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'183 CHF | 46'240 CHF | 100.00% | 100.00% |