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 | 1.53% | 1.71 CHF | 1.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'309 CHF | 82'565 CHF | 94.57% | 94.57% |
12.07.2024 | 1.58% | 1.64 CHF | 1.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'026 CHF | 82'316 CHF | 98.38% | 98.38% |
11.07.2024 | 1.60% | 1.72 CHF | 1.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'224 CHF | 84'568 CHF | 98.92% | 98.92% |
10.07.2024 | 1.52% | 1.80 CHF | 1.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'806 CHF | 96'258 CHF | 100.00% | 100.00% |
09.07.2024 | 1.52% | 1.91 CHF | 1.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'678 CHF | 95'115 CHF | 100.00% | 100.00% |
08.07.2024 | 1.54% | 1.90 CHF | 1.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'700 CHF | 97'190 CHF | 100.00% | 100.00% |
05.07.2024 | 1.49% | 1.98 CHF | 2.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'946 CHF | 97'386 CHF | 98.81% | 98.81% |
04.07.2024 | 1.56% | 1.89 CHF | 1.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'669 CHF | 98'191 CHF | 100.00% | 100.00% |
03.07.2024 | 1.49% | 2.03 CHF | 2.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'614 CHF | 102'123 CHF | 99.73% | 99.73% |
02.07.2024 | 1.45% | 2.01 CHF | 2.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'377 CHF | 103'874 CHF | 99.96% | 99.96% |