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 | 1.00% | 0.97 CHF | 0.98 CHF | 60'000 | 25'000 | 54'876 | 25'000 | 54'400 CHF | 25'063 CHF | 97.10% | 97.10% |
12.07.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 50'000 | 25'000 | 55'469 | 25'000 | 55'149 CHF | 25'134 CHF | 99.01% | 99.01% |
11.07.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 51'428 CHF | 25'964 CHF | 99.09% | 99.09% |
10.07.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 50'403 CHF | 25'451 CHF | 100.00% | 100.00% |
09.07.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 51'114 CHF | 25'807 CHF | 100.00% | 100.00% |
08.07.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 52'961 CHF | 26'730 CHF | 100.00% | 100.00% |
05.07.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 53'831 CHF | 27'165 CHF | 61.81% | 61.81% |
04.07.2024 | 1.60% | 1.03 CHF | 1.04 CHF | 50'000 | 25'000 | 15'289 | 13'430 | 15'666 CHF | 13'967 CHF | 100.00% | 100.00% |
03.07.2024 | 1.49% | 1.05 CHF | 1.07 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 13'130 CHF | 13'328 CHF | 99.73% | 99.73% |
02.07.2024 | 1.67% | 1.01 CHF | 1.03 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 12'504 CHF | 12'715 CHF | 100.00% | 100.00% |