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 | 1.58% | 0.66 CHF | 0.67 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 37'690 CHF | 38'290 CHF | 100.00% | 100.00% |
12.07.2024 | 1.40% | 0.64 CHF | 0.65 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 42'628 CHF | 43'228 CHF | 98.12% | 98.12% |
11.07.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 45'531 CHF | 46'131 CHF | 99.87% | 99.87% |
10.07.2024 | 1.22% | 0.79 CHF | 0.80 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 49'019 CHF | 49'619 CHF | 99.83% | 99.83% |
09.07.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 50'147 CHF | 50'747 CHF | 100.00% | 100.00% |
08.07.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 51'024 CHF | 51'624 CHF | 100.00% | 100.00% |
05.07.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 49'358 CHF | 49'958 CHF | 100.00% | 100.00% |
04.07.2024 | 1.11% | 0.87 CHF | 0.88 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 53'604 CHF | 54'204 CHF | 100.00% | 100.00% |
03.07.2024 | 0.98% | 0.97 CHF | 0.98 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 61'093 CHF | 61'693 CHF | 99.51% | 99.51% |
02.07.2024 | 0.90% | 1.04 CHF | 1.05 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 66'328 CHF | 66'928 CHF | 100.00% | 100.00% |