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 | 0.95% | 1.02 CHF | 1.03 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 52'307 CHF | 26'403 CHF | 97.10% | 97.10% |
12.07.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 52'430 CHF | 26'465 CHF | 99.01% | 99.01% |
11.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 54'088 CHF | 27'294 CHF | 99.09% | 99.09% |
10.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 53'098 CHF | 26'799 CHF | 100.00% | 100.00% |
09.07.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 53'862 CHF | 27'181 CHF | 100.00% | 100.00% |
08.07.2024 | 0.89% | 1.09 CHF | 1.10 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 55'686 CHF | 28'093 CHF | 100.00% | 100.00% |
05.07.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 56'571 CHF | 28'536 CHF | 61.81% | 61.81% |
04.07.2024 | 1.51% | 1.08 CHF | 1.09 CHF | 50'000 | 25'000 | 15'289 | 13'430 | 16'475 CHF | 14'680 CHF | 100.00% | 100.00% |
03.07.2024 | 1.51% | 1.10 CHF | 1.12 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 13'800 CHF | 14'010 CHF | 99.73% | 99.73% |
02.07.2024 | 1.52% | 1.07 CHF | 1.08 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 13'185 CHF | 13'388 CHF | 100.00% | 100.00% |