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 | 0.98% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 38'487 | 38'487 | 48'695 CHF | 49'093 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 49'917 | 49'917 | 62'129 CHF | 62'628 CHF | 100.00% | 100.00% |
11.07.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'345 CHF | 64'845 CHF | 99.98% | 99.98% |
10.07.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'306 CHF | 62'806 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 49'889 | 49'889 | 60'705 CHF | 61'205 CHF | 100.00% | 100.00% |
08.07.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 49'914 | 49'914 | 60'573 CHF | 61'073 CHF | 99.73% | 99.73% |
05.07.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'679 CHF | 57'179 CHF | 100.00% | 100.00% |
04.07.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'411 CHF | 56'911 CHF | 100.00% | 100.00% |
03.07.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 49'998 | 49'998 | 52'515 CHF | 53'015 CHF | 100.00% | 100.00% |
02.07.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'378 CHF | 55'878 CHF | 100.00% | 100.00% |