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 | 0.89% | 1.11 CHF | 1.12 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 56'020 CHF | 28'260 CHF | 99.69% | 99.69% |
12.07.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 55'928 CHF | 28'214 CHF | 99.01% | 99.01% |
11.07.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 54'784 CHF | 27'642 CHF | 99.09% | 99.09% |
10.07.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 53'175 CHF | 26'838 CHF | 100.00% | 100.00% |
09.07.2024 | 0.91% | 1.05 CHF | 1.06 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 54'455 CHF | 27'477 CHF | 100.00% | 100.00% |
08.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 54'908 CHF | 27'704 CHF | 100.00% | 100.00% |
05.07.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 55'708 CHF | 28'104 CHF | 98.98% | 98.98% |
04.07.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 55'863 CHF | 28'182 CHF | 100.00% | 100.00% |
03.07.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 54'758 CHF | 27'629 CHF | 100.00% | 100.00% |
02.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 52'712 CHF | 26'606 CHF | 100.00% | 100.00% |