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 | 0.85% | 1.15 CHF | 1.16 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 58'328 CHF | 29'414 CHF | 99.70% | 99.70% |
12.07.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 58'362 CHF | 29'431 CHF | 99.01% | 99.01% |
11.07.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 57'140 CHF | 28'820 CHF | 99.09% | 99.09% |
10.07.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 55'469 CHF | 27'985 CHF | 100.00% | 100.00% |
09.07.2024 | 0.88% | 1.09 CHF | 1.10 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 56'798 CHF | 28'649 CHF | 100.00% | 100.00% |
08.07.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 57'338 CHF | 28'919 CHF | 100.00% | 100.00% |
05.07.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 58'104 CHF | 29'302 CHF | 98.98% | 98.98% |
04.07.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 58'231 CHF | 29'366 CHF | 100.00% | 100.00% |
03.07.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 57'140 CHF | 28'820 CHF | 100.00% | 100.00% |
02.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 55'109 CHF | 27'804 CHF | 100.00% | 100.00% |