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 | 1.09% | 0.88 CHF | 0.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'790 CHF | 46'290 CHF | 99.39% | 99.39% |
12.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'239 CHF | 45'739 CHF | 99.09% | 99.09% |
11.07.2024 | 1.13% | 0.84 CHF | 0.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'961 CHF | 44'461 CHF | 85.66% | 85.66% |
10.07.2024 | 1.04% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'922 CHF | 48'422 CHF | 95.50% | 95.50% |
09.07.2024 | 0.99% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 50'449 CHF | 50'949 CHF | 99.06% | 99.06% |
08.07.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'016 CHF | 41'516 CHF | 99.24% | 99.24% |
05.07.2024 | 1.35% | 0.68 CHF | 0.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'845 CHF | 37'345 CHF | 96.23% | 96.23% |
04.07.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'416 CHF | 66'916 CHF | 99.39% | 99.39% |
03.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'958 CHF | 70'458 CHF | 98.64% | 98.64% |
02.07.2024 | 0.66% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'071 CHF | 75'571 CHF | 99.07% | 99.07% |