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 | 0.68% | 1.46 CHF | 1.47 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 88'300 CHF | 88'900 CHF | 100.00% | 100.00% |
12.07.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 88'126 CHF | 88'726 CHF | 100.00% | 100.00% |
11.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 60'000 | 60'000 | 59'962 | 59'962 | 88'102 CHF | 88'702 CHF | 100.00% | 100.00% |
10.07.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 60'000 | 60'000 | 60'203 | 60'203 | 86'674 CHF | 87'276 CHF | 100.00% | 100.00% |
09.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 60'000 | 60'000 | 60'501 | 60'501 | 86'570 CHF | 87'175 CHF | 100.00% | 100.00% |
08.07.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 87'097 CHF | 87'699 CHF | 99.99% | 99.99% |
05.07.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 60'000 | 60'000 | 60'345 | 60'345 | 86'358 CHF | 86'961 CHF | 100.00% | 100.00% |
04.07.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 86'516 CHF | 87'116 CHF | 100.00% | 100.00% |
03.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 60'000 | 60'000 | 61'918 | 61'918 | 87'637 CHF | 88'256 CHF | 100.00% | 100.00% |
02.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 89'695 CHF | 90'345 CHF | 100.00% | 100.00% |