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 | 1.35% | 1.14 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'374 CHF | 55'111 CHF | 97.05% | 97.05% |
12.07.2024 | 1.28% | 1.07 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'873 CHF | 56'592 CHF | 99.01% | 99.01% |
11.07.2024 | 1.22% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'046 CHF | 56'731 CHF | 98.67% | 98.67% |
10.07.2024 | 1.21% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'251 CHF | 59'976 CHF | 100.00% | 100.00% |
09.07.2024 | 1.26% | 1.19 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'306 CHF | 59'044 CHF | 99.99% | 99.99% |
08.07.2024 | 1.22% | 1.14 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'901 CHF | 56'586 CHF | 100.00% | 100.00% |
05.07.2024 | 1.20% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'743 CHF | 56'419 CHF | 98.87% | 98.87% |
04.07.2024 | 1.40% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 51'860 | 50'000 | 52'438 CHF | 51'312 CHF | 100.00% | 100.00% |
03.07.2024 | 1.28% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'039 CHF | 53'724 CHF | 99.73% | 99.73% |
02.07.2024 | 1.20% | 1.06 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'897 CHF | 55'560 CHF | 100.00% | 100.00% |