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 | 1.00% | 0.97 CHF | 0.98 CHF | 60'000 | 25'000 | 54'350 | 25'000 | 54'046 CHF | 25'141 CHF | 97.10% | 97.10% |
12.07.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 50'000 | 25'000 | 54'858 | 25'000 | 54'661 CHF | 25'188 CHF | 99.01% | 99.01% |
11.07.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 51'547 CHF | 26'024 CHF | 99.09% | 99.09% |
10.07.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 50'598 CHF | 25'549 CHF | 100.00% | 100.00% |
09.07.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 51'328 CHF | 25'914 CHF | 100.00% | 100.00% |
08.07.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 53'186 CHF | 26'843 CHF | 100.00% | 100.00% |
05.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 53'982 CHF | 27'241 CHF | 60.60% | 60.60% |
04.07.2024 | 1.60% | 1.03 CHF | 1.04 CHF | 50'000 | 25'000 | 15'289 | 13'430 | 15'701 CHF | 14'002 CHF | 100.00% | 100.00% |
03.07.2024 | 1.76% | 1.05 CHF | 1.07 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 13'147 CHF | 13'380 CHF | 99.73% | 99.73% |
02.07.2024 | 1.75% | 1.02 CHF | 1.03 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 12'541 CHF | 12'763 CHF | 100.00% | 100.00% |