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 | 0.98% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 53'406 | 50'000 | 53'896 CHF | 51'059 CHF | 99.73% | 99.73% |
12.07.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'452 CHF | 52'952 CHF | 99.01% | 99.01% |
11.07.2024 | 1.02% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'622 CHF | 54'170 CHF | 99.09% | 99.09% |
10.07.2024 | 1.01% | 1.04 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'030 CHF | 52'557 CHF | 100.00% | 100.00% |
09.07.2024 | 0.93% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'801 CHF | 54'301 CHF | 100.00% | 100.00% |
08.07.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'178 CHF | 55'678 CHF | 100.00% | 100.00% |
05.07.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 51'923 | 50'000 | 52'526 CHF | 51'164 CHF | 98.86% | 98.86% |
04.07.2024 | 1.08% | 0.94 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 58'171 CHF | 49'002 CHF | 100.00% | 100.00% |
03.07.2024 | 1.09% | 0.96 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'196 CHF | 48'183 CHF | 99.82% | 99.82% |
02.07.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'069 CHF | 47'224 CHF | 100.00% | 100.00% |