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 | 0.84% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'577 CHF | 60'077 CHF | 98.52% | 98.52% |
12.07.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'176 CHF | 59'676 CHF | 99.38% | 99.38% |
11.07.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'149 CHF | 59'649 CHF | 99.16% | 99.16% |
10.07.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'519 CHF | 57'019 CHF | 100.00% | 100.00% |
09.07.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'366 CHF | 56'866 CHF | 100.00% | 100.00% |
08.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'169 CHF | 56'669 CHF | 100.00% | 100.00% |
05.07.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'741 CHF | 56'241 CHF | 99.62% | 99.62% |
04.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'833 CHF | 56'333 CHF | 100.00% | 100.00% |
03.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'041 CHF | 54'541 CHF | 99.73% | 99.73% |
02.07.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'546 CHF | 53'046 CHF | 99.53% | 99.53% |