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 | 0.88% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'523 CHF | 57'023 CHF | 100.00% | 100.00% |
12.07.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'877 CHF | 56'377 CHF | 97.77% | 97.77% |
11.07.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'711 CHF | 56'211 CHF | 69.28% | 69.28% |
10.07.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'211 CHF | 56'711 CHF | 99.80% | 99.80% |
09.07.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'643 CHF | 56'143 CHF | 100.00% | 100.00% |
08.07.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'461 CHF | 55'961 CHF | 98.99% | 98.99% |
05.07.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'828 CHF | 55'328 CHF | 100.00% | 100.00% |
04.07.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'740 CHF | 57'240 CHF | 98.16% | 98.16% |
03.07.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'148 CHF | 57'648 CHF | 100.00% | 100.00% |
02.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'001 CHF | 58'501 CHF | 100.00% | 100.00% |