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 | 0.79% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'751 CHF | 67'281 CHF | 99.72% | 99.72% |
12.07.2024 | 0.82% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'452 CHF | 64'983 CHF | 99.01% | 99.01% |
11.07.2024 | 0.82% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'987 CHF | 61'487 CHF | 99.09% | 99.09% |
10.07.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'985 CHF | 59'485 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'545 CHF | 63'075 CHF | 100.00% | 100.00% |
08.07.2024 | 0.85% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'731 CHF | 63'269 CHF | 100.00% | 100.00% |
05.07.2024 | 0.83% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'557 CHF | 64'084 CHF | 98.86% | 98.86% |
04.07.2024 | 0.91% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'891 CHF | 60'438 CHF | 100.00% | 100.00% |
03.07.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'382 CHF | 55'882 CHF | 99.82% | 99.82% |
02.07.2024 | 0.95% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'306 | 50'000 | 52'447 CHF | 52'644 CHF | 100.00% | 100.00% |