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 | 0.77% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'865 CHF | 65'365 CHF | 100.00% | 100.00% |
12.07.2024 | 0.70% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'325 CHF | 71'825 CHF | 99.67% | 99.67% |
11.07.2024 | 0.78% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'933 CHF | 64'433 CHF | 98.95% | 98.95% |
10.07.2024 | 0.87% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'256 CHF | 57'756 CHF | 96.09% | 96.09% |
09.07.2024 | 0.87% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'412 CHF | 57'912 CHF | 99.67% | 99.67% |
08.07.2024 | 0.77% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'742 CHF | 65'242 CHF | 99.85% | 99.85% |
05.07.2024 | 0.70% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'337 CHF | 71'837 CHF | 100.00% | 100.00% |
04.07.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'303 CHF | 70'803 CHF | 100.00% | 100.00% |
03.07.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'314 CHF | 70'814 CHF | 99.25% | 99.25% |
02.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'723 CHF | 65'223 CHF | 99.68% | 99.68% |