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 | 0.99% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'806 CHF | 56'359 CHF | 99.73% | 99.73% |
12.07.2024 | 0.97% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'558 CHF | 54'080 CHF | 99.01% | 99.01% |
11.07.2024 | 1.02% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 56'594 | 50'000 | 56'516 CHF | 50'557 CHF | 99.09% | 99.09% |
10.07.2024 | 1.07% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'710 CHF | 48'608 CHF | 100.00% | 100.00% |
09.07.2024 | 0.99% | 0.95 CHF | 0.97 CHF | 60'000 | 50'000 | 53'452 | 50'000 | 54'949 CHF | 52'118 CHF | 100.00% | 100.00% |
08.07.2024 | 1.05% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'792 CHF | 52'337 CHF | 100.00% | 100.00% |
05.07.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'318 | 50'000 | 52'979 CHF | 53'168 CHF | 98.86% | 98.86% |
04.07.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 58'968 | 50'000 | 57'759 CHF | 49'494 CHF | 100.00% | 100.00% |
03.07.2024 | 1.12% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'334 CHF | 44'945 CHF | 99.82% | 99.82% |
02.07.2024 | 1.21% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 65'968 | 50'000 | 54'266 CHF | 41'688 CHF | 93.27% | 93.27% |