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 | 1.68% | 1.79 CHF | 1.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'165 CHF | 95'761 CHF | 98.50% | 98.50% |
12.07.2024 | 1.69% | 1.92 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'946 CHF | 95'551 CHF | 94.00% | 94.00% |
11.07.2024 | 1.65% | 1.90 CHF | 1.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'724 CHF | 96'296 CHF | 85.41% | 85.41% |
10.07.2024 | 1.74% | 1.86 CHF | 1.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'016 CHF | 93'628 CHF | 90.91% | 90.91% |
09.07.2024 | 1.63% | 1.91 CHF | 1.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'803 CHF | 97'376 CHF | 98.68% | 98.68% |
08.07.2024 | 1.71% | 1.81 CHF | 1.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'266 CHF | 91'827 CHF | 99.30% | 99.30% |
05.07.2024 | 1.76% | 1.74 CHF | 1.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'514 CHF | 91'101 CHF | 99.62% | 99.62% |
04.07.2024 | 1.74% | 1.83 CHF | 1.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'823 CHF | 92'416 CHF | 98.35% | 98.35% |
03.07.2024 | 1.74% | 1.82 CHF | 1.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'700 CHF | 91'272 CHF | 99.73% | 99.73% |
02.07.2024 | 1.35% | 1.77 CHF | 1.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'808 CHF | 85'965 CHF | 97.85% | 97.85% |