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 | 0.71% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'761 CHF | 70'261 CHF | 100.00% | 100.00% |
12.07.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'123 CHF | 68'623 CHF | 98.48% | 98.48% |
11.07.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'796 CHF | 67'296 CHF | 99.37% | 99.37% |
10.07.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'130 CHF | 65'630 CHF | 99.77% | 99.77% |
09.07.2024 | 0.76% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'205 CHF | 65'705 CHF | 100.00% | 100.00% |
08.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'059 CHF | 65'559 CHF | 98.98% | 98.98% |
05.07.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'818 CHF | 64'318 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'934 CHF | 62'434 CHF | 98.16% | 98.16% |
03.07.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'176 CHF | 61'676 CHF | 100.00% | 100.00% |
02.07.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'388 CHF | 58'888 CHF | 100.00% | 100.00% |