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% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'992 CHF | 59'517 CHF | 99.72% | 99.72% |
12.07.2024 | 0.98% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'720 CHF | 57'279 CHF | 99.01% | 99.01% |
11.07.2024 | 0.94% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'198 CHF | 53'698 CHF | 99.09% | 99.09% |
10.07.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'108 | 50'000 | 51'333 CHF | 51'726 CHF | 100.00% | 100.00% |
09.07.2024 | 0.91% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'108 | 50'000 | 54'952 CHF | 55'345 CHF | 100.00% | 100.00% |
08.07.2024 | 0.94% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'984 CHF | 55'506 CHF | 100.00% | 100.00% |
05.07.2024 | 0.98% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'798 CHF | 56'344 CHF | 98.86% | 98.86% |
04.07.2024 | 1.01% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'001 | 50'000 | 52'119 CHF | 52'648 CHF | 100.00% | 100.00% |
03.07.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'154 CHF | 48'128 CHF | 99.82% | 99.82% |
02.07.2024 | 1.12% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'093 | 50'000 | 53'498 CHF | 45'017 CHF | 89.50% | 89.50% |