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 | 0.88% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'484 CHF | 60'008 CHF | 99.72% | 99.72% |
12.07.2024 | 0.87% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'828 CHF | 62'369 CHF | 99.01% | 99.01% |
11.07.2024 | 0.86% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'366 CHF | 65'931 CHF | 99.09% | 99.09% |
10.07.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'374 CHF | 67'874 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'925 CHF | 64'455 CHF | 100.00% | 100.00% |
08.07.2024 | 0.84% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'731 CHF | 64'270 CHF | 100.00% | 100.00% |
05.07.2024 | 0.84% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'980 CHF | 63'510 CHF | 98.86% | 98.86% |
04.07.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'678 CHF | 67'178 CHF | 100.00% | 100.00% |
03.07.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'199 CHF | 71'699 CHF | 99.82% | 99.82% |
02.07.2024 | 0.67% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'409 CHF | 74'909 CHF | 100.00% | 100.00% |