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 | 0.87% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'982 CHF | 57'482 CHF | 95.82% | 95.82% |
12.07.2024 | 1.03% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 69'776 | 69'776 | 67'289 CHF | 67'986 CHF | 98.60% | 98.60% |
11.07.2024 | 0.88% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'615 CHF | 57'115 CHF | 98.33% | 98.33% |
10.07.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 51'493 | 51'493 | 51'571 CHF | 52'086 CHF | 95.10% | 95.10% |
09.07.2024 | 0.95% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 52'799 | 52'799 | 55'392 CHF | 55'920 CHF | 98.61% | 98.61% |
08.07.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 58'223 | 58'223 | 58'628 CHF | 59'210 CHF | 98.20% | 98.20% |
05.07.2024 | 1.31% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'310 CHF | 58'060 CHF | 97.75% | 97.75% |
04.07.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'240 CHF | 56'990 CHF | 99.18% | 99.18% |
03.07.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'429 CHF | 58'179 CHF | 98.45% | 98.45% |
02.07.2024 | 1.35% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'296 CHF | 56'046 CHF | 98.84% | 98.84% |