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 | 0.83% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'295 CHF | 60'795 CHF | 99.06% | 99.06% |
12.07.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'216 CHF | 59'716 CHF | 98.82% | 98.82% |
11.07.2024 | 0.81% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'324 CHF | 61'824 CHF | 96.42% | 96.42% |
10.07.2024 | 0.81% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'829 CHF | 62'329 CHF | 95.15% | 95.15% |
09.07.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'780 CHF | 60'280 CHF | 98.69% | 98.69% |
08.07.2024 | 0.89% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'660 CHF | 56'160 CHF | 98.57% | 98.57% |
05.07.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'500 CHF | 56'000 CHF | 99.17% | 99.17% |
04.07.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'665 CHF | 56'165 CHF | 99.18% | 99.18% |
03.07.2024 | 0.91% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'868 CHF | 55'368 CHF | 98.45% | 98.45% |
02.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'823 CHF | 54'323 CHF | 98.84% | 98.84% |