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 | 0.93% | 1.07 CHF | 1.08 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 53'452 CHF | 26'976 CHF | 99.97% | 99.97% |
12.07.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 52'551 CHF | 26'526 CHF | 99.99% | 99.99% |
11.07.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 52'451 CHF | 26'476 CHF | 35.04% | 35.04% |
10.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 53'079 CHF | 26'790 CHF | 99.63% | 99.63% |
09.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 53'198 CHF | 26'849 CHF | 100.00% | 100.00% |
08.07.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 52'198 CHF | 26'349 CHF | 100.00% | 100.00% |
05.07.2024 | 1.05% | 1.00 CHF | 1.01 CHF | 50'000 | 25'000 | 59'355 | 25'000 | 56'433 CHF | 24'033 CHF | 82.53% | 82.53% |
04.07.2024 | 1.07% | 0.90 CHF | 0.91 CHF | 60'000 | 25'000 | 59'783 | 25'000 | 55'769 CHF | 23'578 CHF | 99.17% | 99.17% |
03.07.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 50'000 | 25'000 | 51'976 | 25'000 | 52'182 CHF | 25'373 CHF | 100.00% | 100.00% |
02.07.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 60'000 | 25'000 | 58'720 | 25'000 | 56'259 CHF | 24'228 CHF | 99.95% | 99.95% |