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% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'099 CHF | 53'599 CHF | 99.39% | 99.39% |
12.07.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'553 CHF | 49'053 CHF | 99.09% | 99.09% |
11.07.2024 | 0.98% | 0.96 CHF | 0.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 50'786 CHF | 51'286 CHF | 98.28% | 98.28% |
10.07.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'746 CHF | 53'246 CHF | 95.47% | 95.47% |
09.07.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'587 CHF | 53'087 CHF | 99.06% | 99.06% |
08.07.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'720 CHF | 52'220 CHF | 99.24% | 99.24% |
05.07.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 50'982 CHF | 51'482 CHF | 99.39% | 99.39% |
04.07.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'620 CHF | 54'120 CHF | 99.39% | 99.39% |
03.07.2024 | 0.88% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'574 CHF | 57'074 CHF | 98.64% | 98.64% |
02.07.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'929 CHF | 56'429 CHF | 99.06% | 99.06% |