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 | 0.95% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'508 CHF | 53'008 CHF | 100.00% | 100.00% |
12.07.2024 | 0.94% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'129 CHF | 53'629 CHF | 100.00% | 100.00% |
11.07.2024 | 0.89% | 1.07 CHF | 1.08 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 50'267 CHF | 50'717 CHF | 100.00% | 100.00% |
10.07.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 47'892 CHF | 48'292 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 1.23 CHF | 1.24 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 53'461 CHF | 53'911 CHF | 100.00% | 100.00% |
08.07.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 53'421 CHF | 53'871 CHF | 100.00% | 100.00% |
05.07.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 51'929 CHF | 52'379 CHF | 100.00% | 100.00% |
04.07.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 52'819 CHF | 53'269 CHF | 100.00% | 100.00% |
03.07.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 47'963 CHF | 48'363 CHF | 100.00% | 100.00% |
02.07.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 51'308 CHF | 51'708 CHF | 100.00% | 100.00% |