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 | 0.92% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'372 CHF | 54'872 CHF | 99.39% | 99.39% |
12.07.2024 | 0.94% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'756 CHF | 53'256 CHF | 99.08% | 99.08% |
11.07.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 51'502 | 51'502 | 51'899 CHF | 52'414 CHF | 85.73% | 85.73% |
10.07.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'040 CHF | 72'790 CHF | 95.48% | 95.48% |
09.07.2024 | 0.99% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 57'827 | 57'827 | 57'803 CHF | 58'381 CHF | 99.05% | 99.05% |
08.07.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 56'672 | 56'672 | 56'787 CHF | 57'354 CHF | 99.22% | 99.22% |
05.07.2024 | 0.98% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 54'758 | 54'758 | 55'217 CHF | 55'764 CHF | 99.39% | 99.39% |
04.07.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'856 CHF | 73'606 CHF | 99.39% | 99.39% |
03.07.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'108 CHF | 69'858 CHF | 98.62% | 98.62% |
02.07.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'851 CHF | 64'601 CHF | 99.06% | 99.06% |