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 | 0.98% | 1.00 CHF | 1.01 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 50'957 CHF | 25'729 CHF | 99.72% | 99.72% |
12.07.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 50'910 CHF | 25'705 CHF | 99.01% | 99.01% |
11.07.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 50'000 | 25'000 | 55'723 | 25'000 | 55'344 CHF | 25'107 CHF | 99.09% | 99.09% |
10.07.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 57'637 CHF | 24'265 CHF | 100.00% | 100.00% |
09.07.2024 | 1.01% | 0.94 CHF | 0.95 CHF | 60'000 | 25'000 | 55'692 | 25'000 | 54'866 CHF | 24'922 CHF | 100.00% | 100.00% |
08.07.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 60'000 | 25'000 | 55'371 | 25'000 | 55'200 CHF | 25'192 CHF | 100.00% | 100.00% |
05.07.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 50'662 CHF | 25'581 CHF | 98.98% | 98.98% |
04.07.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 50'819 CHF | 25'659 CHF | 100.00% | 100.00% |
03.07.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 50'000 | 25'000 | 55'775 | 25'000 | 55'415 CHF | 25'102 CHF | 100.00% | 100.00% |
02.07.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 57'188 CHF | 24'078 CHF | 100.00% | 100.00% |