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 | 1.84% | 1.56 CHF | 1.59 CHF | 60'000 | 60'000 | 59'438 | 59'438 | 97'258 CHF | 99'043 CHF | 100.00% | 100.00% |
12.07.2024 | 1.93% | 1.54 CHF | 1.57 CHF | 60'000 | 60'000 | 59'438 | 59'101 | 92'273 CHF | 93'519 CHF | 100.00% | 100.00% |
11.07.2024 | 1.85% | 1.59 CHF | 1.62 CHF | 60'000 | 60'000 | 59'437 | 59'437 | 96'390 CHF | 98'175 CHF | 100.00% | 100.00% |
10.07.2024 | 1.67% | 1.78 CHF | 1.81 CHF | 60'000 | 60'000 | 59'437 | 59'437 | 106'937 CHF | 108'722 CHF | 100.00% | 100.00% |
09.07.2024 | 1.64% | 1.79 CHF | 1.82 CHF | 60'000 | 60'000 | 59'436 | 59'436 | 108'859 CHF | 110'644 CHF | 100.00% | 100.00% |
08.07.2024 | 1.66% | 1.80 CHF | 1.83 CHF | 60'000 | 60'000 | 59'422 | 59'437 | 107'535 CHF | 109'350 CHF | 100.00% | 100.00% |
05.07.2024 | 1.72% | 1.77 CHF | 1.80 CHF | 60'000 | 60'000 | 59'438 | 59'436 | 104'082 CHF | 105'865 CHF | 100.00% | 100.00% |
04.07.2024 | 1.69% | 1.78 CHF | 1.81 CHF | 60'000 | 60'000 | 59'438 | 59'438 | 105'770 CHF | 107'555 CHF | 100.00% | 100.00% |
03.07.2024 | 1.87% | 1.67 CHF | 1.70 CHF | 60'000 | 60'000 | 59'357 | 59'437 | 95'436 CHF | 97'352 CHF | 99.86% | 99.86% |
02.07.2024 | 2.23% | 1.42 CHF | 1.45 CHF | 60'000 | 60'000 | 59'440 | 59'440 | 80'091 CHF | 81'876 CHF | 100.00% | 100.00% |