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% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'719 CHF | 66'268 CHF | 99.73% | 99.73% |
12.07.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'089 CHF | 68'608 CHF | 99.01% | 99.01% |
11.07.2024 | 0.70% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'593 CHF | 72'093 CHF | 99.09% | 99.09% |
10.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'591 CHF | 74'091 CHF | 100.00% | 100.00% |
09.07.2024 | 0.71% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'144 CHF | 70'644 CHF | 100.00% | 100.00% |
08.07.2024 | 0.74% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'994 CHF | 70'516 CHF | 100.00% | 100.00% |
05.07.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'236 CHF | 69'736 CHF | 98.86% | 98.86% |
04.07.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'956 CHF | 73'456 CHF | 100.00% | 100.00% |
03.07.2024 | 0.68% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'464 CHF | 77'989 CHF | 99.82% | 99.82% |
02.07.2024 | 0.62% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'708 CHF | 81'208 CHF | 100.00% | 100.00% |