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 | 0.99% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'790 | 50'790 | 51'103 CHF | 51'611 CHF | 99.06% | 99.06% |
12.07.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 67'408 | 67'408 | 67'320 CHF | 67'994 CHF | 98.86% | 98.86% |
11.07.2024 | 0.89% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'966 CHF | 56'466 CHF | 97.49% | 97.49% |
10.07.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 49'792 | 49'792 | 54'157 CHF | 54'655 CHF | 95.14% | 95.14% |
09.07.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'873 CHF | 59'373 CHF | 98.68% | 98.68% |
08.07.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'861 CHF | 61'361 CHF | 86.53% | 86.53% |
05.07.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'939 CHF | 61'439 CHF | 99.17% | 99.17% |
04.07.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'796 CHF | 63'296 CHF | 98.43% | 98.43% |
03.07.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'690 CHF | 62'190 CHF | 98.46% | 98.46% |
02.07.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'838 CHF | 61'338 CHF | 98.83% | 98.83% |