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 | 0.91% | 1.08 CHF | 1.09 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 54'604 CHF | 27'552 CHF | 99.72% | 99.72% |
12.07.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 54'450 CHF | 27'475 CHF | 99.01% | 99.01% |
11.07.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 53'323 CHF | 26'911 CHF | 99.09% | 99.09% |
10.07.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 51'721 CHF | 26'110 CHF | 100.00% | 100.00% |
09.07.2024 | 0.94% | 1.02 CHF | 1.03 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 52'990 CHF | 26'745 CHF | 100.00% | 100.00% |
08.07.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 53'427 CHF | 26'964 CHF | 100.00% | 100.00% |
05.07.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 54'223 CHF | 27'361 CHF | 98.98% | 98.98% |
04.07.2024 | 0.91% | 1.07 CHF | 1.08 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 54'413 CHF | 27'457 CHF | 100.00% | 100.00% |
03.07.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 53'305 CHF | 26'902 CHF | 100.00% | 100.00% |
02.07.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 51'373 CHF | 25'937 CHF | 100.00% | 100.00% |