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 | 1.21% | 0.84 CHF | 0.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'176 CHF | 41'676 CHF | 99.39% | 99.39% |
12.07.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'062 CHF | 37'562 CHF | 99.09% | 99.09% |
11.07.2024 | 1.26% | 0.75 CHF | 0.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'449 CHF | 39'949 CHF | 98.52% | 98.52% |
10.07.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'011 CHF | 42'511 CHF | 95.47% | 95.47% |
09.07.2024 | 1.17% | 0.89 CHF | 0.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'416 CHF | 42'916 CHF | 99.04% | 99.04% |
08.07.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'640 CHF | 41'140 CHF | 99.24% | 99.24% |
05.07.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'020 CHF | 42'520 CHF | 99.39% | 99.39% |
04.07.2024 | 1.06% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'869 CHF | 47'369 CHF | 99.39% | 99.39% |
03.07.2024 | 0.92% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'223 CHF | 54'723 CHF | 98.64% | 98.64% |
02.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'425 CHF | 55'925 CHF | 99.07% | 99.07% |