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 | 1.22% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'429 CHF | 58'132 CHF | 99.68% | 99.68% |
12.07.2024 | 1.31% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'322 CHF | 55'038 CHF | 99.01% | 99.01% |
11.07.2024 | 1.22% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'842 CHF | 52'476 CHF | 99.08% | 99.08% |
10.07.2024 | 1.43% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'614 CHF | 49'315 CHF | 100.00% | 100.00% |
09.07.2024 | 1.59% | 0.94 CHF | 0.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'832 CHF | 49'612 CHF | 100.00% | 100.00% |
08.07.2024 | 1.49% | 0.95 CHF | 0.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'636 CHF | 49'365 CHF | 100.00% | 100.00% |
05.07.2024 | 1.51% | 0.93 CHF | 0.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'263 CHF | 46'965 CHF | 98.98% | 98.98% |
04.07.2024 | 1.64% | 0.86 CHF | 0.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'686 CHF | 43'392 CHF | 100.00% | 100.00% |
03.07.2024 | 1.46% | 0.81 CHF | 0.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'289 CHF | 41'894 CHF | 100.00% | 100.00% |
02.07.2024 | 1.81% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'116 CHF | 36'775 CHF | 100.00% | 100.00% |