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 | 0.80% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'537 CHF | 63'037 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'206 CHF | 62'706 CHF | 98.41% | 98.41% |
11.07.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'330 CHF | 64'830 CHF | 99.89% | 99.89% |
10.07.2024 | 0.74% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'169 CHF | 67'669 CHF | 99.78% | 99.78% |
09.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'948 CHF | 67'448 CHF | 100.00% | 100.00% |
08.07.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'542 CHF | 65'042 CHF | 98.97% | 98.97% |
05.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'786 CHF | 65'286 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'369 CHF | 66'869 CHF | 98.15% | 98.15% |
03.07.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'151 CHF | 68'651 CHF | 100.00% | 100.00% |
02.07.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'247 CHF | 70'747 CHF | 100.00% | 100.00% |