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 | 0.61% | 1.62 CHF | 1.63 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 98'120 CHF | 98'720 CHF | 100.00% | 100.00% |
12.07.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 98'020 CHF | 98'620 CHF | 100.00% | 100.00% |
11.07.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 60'000 | 60'000 | 59'963 | 59'963 | 97'970 CHF | 98'570 CHF | 100.00% | 100.00% |
10.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 60'000 | 60'000 | 60'203 | 60'203 | 96'524 CHF | 97'126 CHF | 100.00% | 100.00% |
09.07.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 60'000 | 60'000 | 60'501 | 60'501 | 96'496 CHF | 97'101 CHF | 100.00% | 100.00% |
08.07.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 96'952 CHF | 97'554 CHF | 100.00% | 100.00% |
05.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 60'000 | 60'000 | 60'345 | 60'345 | 96'173 CHF | 96'777 CHF | 100.00% | 100.00% |
04.07.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 96'376 CHF | 96'976 CHF | 100.00% | 100.00% |
03.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 60'000 | 60'000 | 61'917 | 61'917 | 97'745 CHF | 98'364 CHF | 100.00% | 100.00% |
02.07.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 100'302 CHF | 100'952 CHF | 100.00% | 100.00% |