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 | 0.86% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'305 CHF | 58'805 CHF | 100.00% | 100.00% |
12.07.2024 | 0.71% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'523 CHF | 71'023 CHF | 99.68% | 99.68% |
11.07.2024 | 0.81% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'465 CHF | 61'965 CHF | 86.32% | 86.32% |
10.07.2024 | 0.90% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'508 CHF | 56'008 CHF | 96.09% | 96.09% |
09.07.2024 | 0.87% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'444 CHF | 57'944 CHF | 99.66% | 99.66% |
08.07.2024 | 0.80% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'683 CHF | 63'183 CHF | 99.85% | 99.85% |
05.07.2024 | 0.69% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'865 CHF | 72'365 CHF | 100.00% | 100.00% |
04.07.2024 | 0.74% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'621 CHF | 68'121 CHF | 100.00% | 100.00% |
03.07.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'678 CHF | 66'178 CHF | 99.25% | 99.25% |
02.07.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'981 CHF | 65'481 CHF | 99.65% | 99.65% |