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 | 1.18% | 1.06 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'959 CHF | 56'626 CHF | 97.06% | 97.06% |
12.07.2024 | 1.25% | 1.13 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'566 CHF | 55'254 CHF | 99.01% | 99.01% |
11.07.2024 | 1.34% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'398 CHF | 55'133 CHF | 99.09% | 99.09% |
10.07.2024 | 1.33% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'249 CHF | 51'936 CHF | 100.00% | 100.00% |
09.07.2024 | 1.18% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'290 CHF | 52'912 CHF | 100.00% | 100.00% |
08.07.2024 | 1.19% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'760 CHF | 55'414 CHF | 100.00% | 100.00% |
05.07.2024 | 1.24% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'176 CHF | 55'865 CHF | 98.87% | 98.87% |
04.07.2024 | 1.16% | 1.22 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'296 CHF | 61'000 CHF | 100.00% | 100.00% |
03.07.2024 | 1.18% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'899 CHF | 58'588 CHF | 99.73% | 99.73% |
02.07.2024 | 1.29% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'103 CHF | 56'833 CHF | 100.00% | 100.00% |