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 | 1.61% | 0.89 CHF | 0.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'368 CHF | 44'071 CHF | 99.68% | 99.68% |
12.07.2024 | 1.47% | 0.88 CHF | 0.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'546 CHF | 47'231 CHF | 99.01% | 99.01% |
11.07.2024 | 1.36% | 0.95 CHF | 0.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 49'058 CHF | 49'729 CHF | 99.09% | 99.09% |
10.07.2024 | 1.23% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'262 CHF | 52'912 CHF | 100.00% | 100.00% |
09.07.2024 | 1.24% | 1.08 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'142 CHF | 52'795 CHF | 100.00% | 100.00% |
08.07.2024 | 1.32% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'364 CHF | 53'058 CHF | 100.00% | 100.00% |
05.07.2024 | 1.25% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'737 CHF | 55'428 CHF | 98.98% | 98.98% |
04.07.2024 | 1.17% | 1.16 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'419 CHF | 59'108 CHF | 100.00% | 100.00% |
03.07.2024 | 1.17% | 1.21 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'858 CHF | 60'563 CHF | 100.00% | 100.00% |
02.07.2024 | 1.01% | 1.26 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'994 CHF | 65'651 CHF | 100.00% | 100.00% |