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 | 0.93% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'626 CHF | 73'302 CHF | 97.05% | 97.05% |
12.07.2024 | 0.96% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'254 CHF | 71'944 CHF | 99.01% | 99.01% |
11.07.2024 | 0.96% | 1.46 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'133 CHF | 71'819 CHF | 99.09% | 99.09% |
10.07.2024 | 0.98% | 1.37 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'875 CHF | 68'546 CHF | 100.00% | 100.00% |
09.07.2024 | 1.03% | 1.35 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'912 CHF | 69'628 CHF | 100.00% | 100.00% |
08.07.2024 | 1.00% | 1.40 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'414 CHF | 72'135 CHF | 100.00% | 100.00% |
05.07.2024 | 1.00% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'785 CHF | 72'507 CHF | 98.87% | 98.87% |
04.07.2024 | 0.89% | 1.55 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'943 CHF | 77'632 CHF | 100.00% | 100.00% |
03.07.2024 | 0.96% | 1.51 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'554 CHF | 75'276 CHF | 99.73% | 99.73% |
02.07.2024 | 0.94% | 1.49 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'833 CHF | 73'520 CHF | 100.00% | 100.00% |