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 | 0.93% | 1.05 CHF | 1.06 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 53'586 CHF | 27'043 CHF | 97.10% | 97.10% |
12.07.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 53'679 CHF | 27'090 CHF | 99.01% | 99.01% |
11.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 55'344 CHF | 27'922 CHF | 99.09% | 99.09% |
10.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 54'342 CHF | 27'421 CHF | 100.00% | 100.00% |
09.07.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 55'091 CHF | 27'796 CHF | 100.00% | 100.00% |
08.07.2024 | 0.87% | 1.12 CHF | 1.13 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 56'922 CHF | 28'711 CHF | 100.00% | 100.00% |
05.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 57'742 CHF | 29'121 CHF | 61.81% | 61.81% |
04.07.2024 | 1.48% | 1.11 CHF | 1.12 CHF | 50'000 | 25'000 | 15'289 | 13'430 | 16'853 CHF | 15'018 CHF | 100.00% | 100.00% |
03.07.2024 | 1.53% | 1.13 CHF | 1.14 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 14'108 CHF | 14'326 CHF | 99.73% | 99.73% |
02.07.2024 | 1.66% | 1.09 CHF | 1.11 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 13'484 CHF | 13'710 CHF | 100.00% | 100.00% |