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 | 0.92% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'882 CHF | 54'382 CHF | 99.73% | 99.73% |
12.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'762 CHF | 56'262 CHF | 99.01% | 99.01% |
11.07.2024 | 0.87% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'966 CHF | 57'466 CHF | 99.09% | 99.09% |
10.07.2024 | 0.98% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'368 CHF | 55'913 CHF | 100.00% | 100.00% |
09.07.2024 | 0.87% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'103 CHF | 57'603 CHF | 100.00% | 100.00% |
08.07.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'512 CHF | 59'012 CHF | 100.00% | 100.00% |
05.07.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'008 CHF | 54'508 CHF | 98.86% | 98.86% |
04.07.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'771 CHF | 52'271 CHF | 100.00% | 100.00% |
03.07.2024 | 1.09% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'002 CHF | 51'558 CHF | 99.82% | 99.82% |
02.07.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 53'131 | 50'000 | 53'175 CHF | 50'586 CHF | 100.00% | 100.00% |