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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'651 CHF | 55'151 CHF | 100.00% | 100.00% |
24.07.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'807 CHF | 53'307 CHF | 100.00% | 100.00% |
23.07.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'560 CHF | 52'060 CHF | 100.00% | 100.00% |
22.07.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'133 CHF | 52'633 CHF | 100.00% | 100.00% |
19.07.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'108 CHF | 53'608 CHF | 99.71% | 99.71% |
18.07.2024 | 0.91% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'408 CHF | 54'908 CHF | 99.74% | 99.74% |
17.07.2024 | 0.94% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'146 CHF | 53'646 CHF | 100.00% | 100.00% |
16.07.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 50'994 CHF | 51'494 CHF | 100.00% | 100.00% |
15.07.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'166 CHF | 52'666 CHF | 100.00% | 100.00% |
12.07.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'537 CHF | 52'037 CHF | 99.98% | 99.98% |