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 | 0.89% | 1.10 CHF | 1.11 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 55'907 CHF | 28'203 CHF | 97.10% | 97.10% |
12.07.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 55'958 CHF | 28'229 CHF | 99.01% | 99.01% |
11.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 57'629 CHF | 29'064 CHF | 99.09% | 99.09% |
10.07.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 56'670 CHF | 28'585 CHF | 100.00% | 100.00% |
09.07.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 57'451 CHF | 28'975 CHF | 100.00% | 100.00% |
08.07.2024 | 0.84% | 1.16 CHF | 1.17 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 59'322 CHF | 29'911 CHF | 100.00% | 100.00% |
05.07.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 60'136 CHF | 30'318 CHF | 61.81% | 61.81% |
04.07.2024 | 1.45% | 1.15 CHF | 1.16 CHF | 50'000 | 25'000 | 15'289 | 13'430 | 17'556 CHF | 15'636 CHF | 100.00% | 100.00% |
03.07.2024 | 1.44% | 1.17 CHF | 1.19 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 14'681 CHF | 14'894 CHF | 99.73% | 99.73% |
02.07.2024 | 1.59% | 1.14 CHF | 1.16 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 14'066 CHF | 14'291 CHF | 100.00% | 100.00% |