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 | 1.17% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'864 CHF | 62'594 CHF | 99.68% | 99.68% |
12.07.2024 | 1.30% | 1.22 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'769 CHF | 59'538 CHF | 99.01% | 99.01% |
11.07.2024 | 1.12% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'342 CHF | 56'976 CHF | 99.08% | 99.08% |
10.07.2024 | 1.31% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'114 CHF | 53'815 CHF | 100.00% | 100.00% |
09.07.2024 | 1.30% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'332 CHF | 54'032 CHF | 100.00% | 100.00% |
08.07.2024 | 1.36% | 1.04 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'136 CHF | 53'865 CHF | 100.00% | 100.00% |
05.07.2024 | 1.37% | 1.02 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 50'763 CHF | 51'465 CHF | 98.98% | 98.98% |
04.07.2024 | 1.48% | 0.95 CHF | 0.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'186 CHF | 47'892 CHF | 100.00% | 100.00% |
03.07.2024 | 1.41% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'789 CHF | 46'437 CHF | 100.00% | 100.00% |
02.07.2024 | 1.79% | 0.85 CHF | 0.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'616 CHF | 41'349 CHF | 100.00% | 100.00% |