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 | 0.72% | 1.38 CHF | 1.39 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 83'546 CHF | 84'146 CHF | 100.00% | 100.00% |
12.07.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 83'462 CHF | 84'062 CHF | 100.00% | 100.00% |
11.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 60'000 | 60'000 | 59'962 | 59'962 | 83'409 CHF | 84'009 CHF | 100.00% | 100.00% |
10.07.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 60'000 | 60'000 | 60'203 | 60'203 | 81'958 CHF | 82'560 CHF | 100.00% | 100.00% |
09.07.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 60'000 | 60'000 | 60'501 | 60'501 | 81'841 CHF | 82'446 CHF | 100.00% | 100.00% |
08.07.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 60'000 | 60'000 | 60'213 | 60'213 | 82'269 CHF | 82'871 CHF | 100.00% | 100.00% |
05.07.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 60'000 | 60'000 | 60'345 | 60'345 | 81'591 CHF | 82'194 CHF | 99.99% | 99.99% |
04.07.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 81'843 CHF | 82'443 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 60'000 | 60'000 | 61'918 | 61'918 | 82'764 CHF | 83'384 CHF | 100.00% | 100.00% |
02.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 84'602 CHF | 85'252 CHF | 100.00% | 100.00% |