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 | 0.96% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'929 CHF | 73'632 CHF | 99.68% | 99.68% |
12.07.2024 | 1.02% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'822 CHF | 70'538 CHF | 99.01% | 99.01% |
11.07.2024 | 1.06% | 1.38 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'335 CHF | 68'050 CHF | 98.52% | 98.52% |
10.07.2024 | 1.20% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'114 CHF | 64'885 CHF | 100.00% | 100.00% |
09.07.2024 | 1.17% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'357 CHF | 65'112 CHF | 100.00% | 100.00% |
08.07.2024 | 1.13% | 1.26 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'136 CHF | 64'865 CHF | 100.00% | 100.00% |
05.07.2024 | 1.06% | 1.24 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'836 CHF | 62'492 CHF | 98.98% | 98.98% |
04.07.2024 | 1.21% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'186 CHF | 58'892 CHF | 100.00% | 100.00% |
03.07.2024 | 1.14% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'789 CHF | 57'437 CHF | 100.00% | 100.00% |
02.07.2024 | 1.22% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'871 | 50'000 | 52'560 CHF | 52'349 CHF | 100.00% | 100.00% |