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% | 1.23 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'788 CHF | 63'526 CHF | 99.68% | 99.68% |
12.07.2024 | 1.10% | 1.24 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'731 CHF | 60'390 CHF | 99.01% | 99.01% |
11.07.2024 | 1.17% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'212 CHF | 57'885 CHF | 99.09% | 99.09% |
10.07.2024 | 1.06% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'062 CHF | 54'638 CHF | 100.00% | 100.00% |
09.07.2024 | 1.22% | 1.04 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'289 CHF | 54'954 CHF | 100.00% | 100.00% |
08.07.2024 | 1.21% | 1.06 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'029 CHF | 54'684 CHF | 100.00% | 100.00% |
05.07.2024 | 1.24% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'692 CHF | 52'336 CHF | 98.98% | 98.98% |
04.07.2024 | 1.42% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'698 CHF | 48'770 CHF | 100.00% | 100.00% |
03.07.2024 | 1.38% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'970 CHF | 47'289 CHF | 100.00% | 100.00% |
02.07.2024 | 1.70% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 66'735 | 50'000 | 55'287 CHF | 42'214 CHF | 100.00% | 100.00% |