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 | 2.00% | 1.00 CHF | 1.02 CHF | 50'000 | 50'000 | 50'069 | 50'000 | 54'085 CHF | 55'104 CHF | 98.52% | 98.52% |
12.07.2024 | 1.97% | 1.11 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'897 CHF | 54'968 CHF | 94.00% | 94.00% |
11.07.2024 | 1.96% | 1.09 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'580 CHF | 55'662 CHF | 85.73% | 85.73% |
10.07.2024 | 2.03% | 1.06 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'455 CHF | 53'529 CHF | 90.92% | 90.92% |
09.07.2024 | 1.90% | 1.10 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'577 CHF | 56'642 CHF | 98.72% | 98.72% |
08.07.2024 | 2.00% | 1.02 CHF | 1.04 CHF | 50'000 | 50'000 | 50'574 | 50'000 | 51'661 CHF | 52'126 CHF | 99.73% | 99.73% |
05.07.2024 | 2.15% | 0.97 CHF | 0.99 CHF | 60'000 | 50'000 | 51'668 | 50'000 | 52'250 CHF | 51'720 CHF | 99.62% | 99.62% |
04.07.2024 | 2.07% | 1.04 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'722 CHF | 52'805 CHF | 98.35% | 98.35% |
03.07.2024 | 2.10% | 1.04 CHF | 1.06 CHF | 50'000 | 50'000 | 51'884 | 50'000 | 52'611 CHF | 51'835 CHF | 99.73% | 99.73% |
02.07.2024 | 2.29% | 0.99 CHF | 1.02 CHF | 60'000 | 50'000 | 59'607 | 50'000 | 55'975 CHF | 48'059 CHF | 98.28% | 98.28% |