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 | 1.33% | 0.75 CHF | 0.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'440 CHF | 37'940 CHF | 100.00% | 100.00% |
12.07.2024 | 1.21% | 0.79 CHF | 0.80 CHF | 50'000 | 50'000 | 50'000 | 49'992 | 41'098 CHF | 41'592 CHF | 98.39% | 98.39% |
11.07.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 50'000 | 50'000 | 50'000 | 49'959 | 39'851 CHF | 40'319 CHF | 99.49% | 99.49% |
10.07.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'478 CHF | 63'978 CHF | 99.80% | 99.80% |
09.07.2024 | 0.73% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 49'999 | 50'000 | 68'086 CHF | 68'587 CHF | 100.00% | 100.00% |
08.07.2024 | 0.69% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'109 CHF | 72'609 CHF | 98.98% | 98.98% |
05.07.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 49'992 | 71'154 CHF | 71'643 CHF | 99.62% | 99.62% |
04.07.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 49'999 | 71'308 CHF | 71'806 CHF | 98.16% | 98.16% |
03.07.2024 | 0.86% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 49'994 | 49'999 | 57'990 CHF | 58'496 CHF | 100.00% | 100.00% |
02.07.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 49'999 | 49'997 | 49'464 CHF | 49'963 CHF | 99.99% | 99.99% |