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% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'964 CHF | 70'464 CHF | 99.39% | 99.39% |
12.07.2024 | 0.76% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'036 CHF | 66'536 CHF | 99.06% | 99.06% |
11.07.2024 | 0.84% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'546 CHF | 60'046 CHF | 98.43% | 98.43% |
10.07.2024 | 0.90% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'619 CHF | 56'119 CHF | 95.47% | 95.47% |
09.07.2024 | 0.90% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'493 CHF | 55'993 CHF | 99.06% | 99.06% |
08.07.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'684 CHF | 62'184 CHF | 99.23% | 99.23% |
05.07.2024 | 0.77% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'580 CHF | 65'080 CHF | 99.39% | 99.39% |
04.07.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'855 CHF | 61'355 CHF | 99.39% | 99.39% |
03.07.2024 | 0.85% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'545 CHF | 59'045 CHF | 98.64% | 98.64% |
02.07.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'228 CHF | 57'728 CHF | 99.06% | 99.06% |