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 | 0.67% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'408 CHF | 74'908 CHF | 100.00% | 100.00% |
12.07.2024 | 0.71% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'055 CHF | 70'555 CHF | 98.46% | 98.46% |
11.07.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'462 CHF | 66'962 CHF | 99.84% | 99.84% |
10.07.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'255 CHF | 62'755 CHF | 99.77% | 99.77% |
09.07.2024 | 0.80% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'580 CHF | 63'080 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'888 CHF | 62'388 CHF | 98.98% | 98.98% |
05.07.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'026 CHF | 59'526 CHF | 100.00% | 100.00% |
04.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'512 CHF | 55'012 CHF | 98.15% | 98.15% |
03.07.2024 | 0.94% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'023 | 50'023 | 53'043 CHF | 53'543 CHF | 100.00% | 100.00% |
02.07.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 74'739 | 74'740 | 69'968 CHF | 70'716 CHF | 100.00% | 100.00% |