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 | 1.07% | 1.35 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'788 CHF | 69'526 CHF | 99.68% | 99.68% |
12.07.2024 | 1.00% | 1.36 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'731 CHF | 66'390 CHF | 99.01% | 99.01% |
11.07.2024 | 1.06% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'212 CHF | 63'885 CHF | 99.08% | 99.08% |
10.07.2024 | 0.95% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'062 CHF | 60'638 CHF | 100.00% | 100.00% |
09.07.2024 | 1.24% | 1.16 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'205 CHF | 60'954 CHF | 100.00% | 100.00% |
08.07.2024 | 1.09% | 1.18 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'029 CHF | 60'684 CHF | 100.00% | 100.00% |
05.07.2024 | 1.20% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'642 CHF | 58'336 CHF | 98.98% | 98.98% |
04.07.2024 | 1.24% | 1.08 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'010 CHF | 54'686 CHF | 100.00% | 100.00% |
03.07.2024 | 1.32% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'587 CHF | 53'289 CHF | 100.00% | 100.00% |
02.07.2024 | 1.30% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 59'148 | 50'000 | 56'155 CHF | 48'128 CHF | 100.00% | 100.00% |