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 | 0.97% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'292 CHF | 51'792 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 49'682 CHF | 50'182 CHF | 98.47% | 98.47% |
11.07.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'362 CHF | 48'862 CHF | 98.44% | 98.44% |
10.07.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'666 CHF | 47'166 CHF | 99.77% | 99.77% |
09.07.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'808 CHF | 47'308 CHF | 100.00% | 100.00% |
08.07.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'691 CHF | 47'191 CHF | 98.98% | 98.98% |
05.07.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'406 CHF | 45'906 CHF | 100.00% | 100.00% |
04.07.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'468 CHF | 43'968 CHF | 98.16% | 98.16% |
03.07.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'748 CHF | 43'248 CHF | 100.00% | 100.00% |
02.07.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'054 CHF | 40'554 CHF | 100.00% | 100.00% |