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 | 0.59% | 1.72 CHF | 1.73 CHF | 40'000 | 40'000 | 38'395 | 38'395 | 67'492 CHF | 67'878 CHF | 99.99% | 99.99% |
12.07.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 67'530 CHF | 67'930 CHF | 100.00% | 100.00% |
11.07.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 69'330 CHF | 69'730 CHF | 99.99% | 99.99% |
10.07.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 40'000 | 40'000 | 39'997 | 39'997 | 66'026 CHF | 66'426 CHF | 100.00% | 100.00% |
09.07.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 40'000 | 40'000 | 39'867 | 39'867 | 68'002 CHF | 68'402 CHF | 100.00% | 100.00% |
08.07.2024 | 0.63% | 1.66 CHF | 1.67 CHF | 40'000 | 40'000 | 39'931 | 39'931 | 63'126 CHF | 63'526 CHF | 100.00% | 100.00% |
05.07.2024 | 0.69% | 1.41 CHF | 1.42 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 58'139 CHF | 58'539 CHF | 100.00% | 100.00% |
04.07.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 57'759 CHF | 58'159 CHF | 100.00% | 100.00% |
03.07.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 55'818 CHF | 56'218 CHF | 100.00% | 100.00% |
02.07.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 58'401 CHF | 58'801 CHF | 100.00% | 100.00% |