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 | 1.50% | 1.03 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'632 CHF | 53'429 CHF | 99.68% | 99.68% |
12.07.2024 | 1.38% | 1.04 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 49'631 CHF | 50'322 CHF | 99.01% | 99.01% |
11.07.2024 | 1.66% | 0.98 CHF | 0.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'050 CHF | 47'835 CHF | 98.52% | 98.52% |
10.07.2024 | 1.40% | 0.91 CHF | 0.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'994 CHF | 44'614 CHF | 100.00% | 100.00% |
09.07.2024 | 1.52% | 0.84 CHF | 0.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'155 CHF | 44'832 CHF | 100.00% | 100.00% |
08.07.2024 | 1.65% | 0.86 CHF | 0.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'909 CHF | 44'636 CHF | 100.00% | 100.00% |
05.07.2024 | 1.48% | 0.84 CHF | 0.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'642 CHF | 42'263 CHF | 98.98% | 98.98% |
04.07.2024 | 1.76% | 0.76 CHF | 0.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'010 CHF | 38'686 CHF | 100.00% | 100.00% |
03.07.2024 | 1.90% | 0.72 CHF | 0.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'587 CHF | 37'289 CHF | 100.00% | 100.00% |
02.07.2024 | 2.07% | 0.67 CHF | 0.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'472 CHF | 32'128 CHF | 100.00% | 100.00% |