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 | 0.88% | 1.12 CHF | 1.13 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 56'863 CHF | 28'682 CHF | 99.72% | 99.72% |
12.07.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 56'901 CHF | 28'701 CHF | 99.01% | 99.01% |
11.07.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 55'675 CHF | 28'087 CHF | 99.09% | 99.09% |
10.07.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 53'982 CHF | 27'241 CHF | 100.00% | 100.00% |
09.07.2024 | 0.90% | 1.06 CHF | 1.07 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 55'343 CHF | 27'922 CHF | 100.00% | 100.00% |
08.07.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 55'861 CHF | 28'181 CHF | 100.00% | 100.00% |
05.07.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 56'644 CHF | 28'572 CHF | 98.98% | 98.98% |
04.07.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 56'782 CHF | 28'641 CHF | 100.00% | 100.00% |
03.07.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 55'673 CHF | 28'087 CHF | 100.00% | 100.00% |
02.07.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 53'623 CHF | 27'061 CHF | 100.00% | 100.00% |