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 | 0.79% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'660 CHF | 63'160 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'398 CHF | 62'898 CHF | 98.41% | 98.41% |
11.07.2024 | 0.83% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'671 CHF | 60'171 CHF | 99.88% | 99.88% |
10.07.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'994 CHF | 61'494 CHF | 99.78% | 99.78% |
09.07.2024 | 0.75% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'328 CHF | 66'828 CHF | 100.00% | 100.00% |
08.07.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'953 CHF | 65'453 CHF | 98.97% | 98.97% |
05.07.2024 | 0.76% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'614 CHF | 66'114 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'867 CHF | 61'367 CHF | 98.16% | 98.16% |
03.07.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'490 | 50'490 | 59'078 CHF | 59'582 CHF | 99.99% | 99.99% |
02.07.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'534 CHF | 62'284 CHF | 100.00% | 100.00% |