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 | 1.07% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'371 | 50'000 | 51'803 CHF | 51'992 CHF | 99.73% | 99.73% |
12.07.2024 | 1.11% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 56'136 | 50'000 | 55'134 CHF | 49'720 CHF | 99.01% | 99.01% |
11.07.2024 | 1.09% | 0.96 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'828 CHF | 46'190 CHF | 99.09% | 99.09% |
10.07.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'438 CHF | 44'198 CHF | 100.00% | 100.00% |
09.07.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 56'885 | 50'000 | 53'651 CHF | 47'845 CHF | 100.00% | 100.00% |
08.07.2024 | 1.14% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'930 CHF | 47'984 CHF | 100.00% | 100.00% |
05.07.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 58'925 | 50'000 | 56'882 CHF | 48'798 CHF | 98.86% | 98.86% |
04.07.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'542 CHF | 45'118 CHF | 100.00% | 100.00% |
03.07.2024 | 1.36% | 0.83 CHF | 0.84 CHF | 65'778 | 50'000 | 66'310 | 50'000 | 53'151 CHF | 40'628 CHF | 99.82% | 99.82% |
02.07.2024 | 1.35% | 0.79 CHF | 0.80 CHF | 66'660 | 50'000 | 67'498 | 50'000 | 49'787 CHF | 37'388 CHF | 100.00% | 100.00% |