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 | 0.96% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'195 CHF | 54'719 CHF | 99.71% | 99.71% |
12.07.2024 | 0.95% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'548 CHF | 57'089 CHF | 99.01% | 99.01% |
11.07.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'043 CHF | 60'572 CHF | 99.09% | 99.09% |
10.07.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'044 CHF | 62'557 CHF | 100.00% | 100.00% |
09.07.2024 | 0.92% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'589 CHF | 59'132 CHF | 100.00% | 100.00% |
08.07.2024 | 0.87% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'418 CHF | 58'930 CHF | 100.00% | 100.00% |
05.07.2024 | 0.94% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'656 CHF | 58'202 CHF | 98.86% | 98.86% |
04.07.2024 | 0.86% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'352 CHF | 61'882 CHF | 100.00% | 100.00% |
03.07.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'920 CHF | 66'420 CHF | 99.82% | 99.82% |
02.07.2024 | 0.72% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'142 CHF | 69'642 CHF | 100.00% | 100.00% |