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 | 0.63% | 1.56 CHF | 1.57 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 94'597 CHF | 95'197 CHF | 100.00% | 100.00% |
12.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 94'464 CHF | 95'064 CHF | 100.00% | 100.00% |
11.07.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 60'000 | 60'000 | 59'961 | 59'961 | 94'427 CHF | 95'027 CHF | 100.00% | 100.00% |
10.07.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 60'000 | 60'000 | 60'203 | 60'203 | 92'977 CHF | 93'579 CHF | 100.00% | 100.00% |
09.07.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 60'000 | 60'000 | 60'501 | 60'501 | 92'938 CHF | 93'543 CHF | 100.00% | 100.00% |
08.07.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 93'269 CHF | 93'871 CHF | 100.00% | 100.00% |
05.07.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 60'000 | 60'000 | 60'345 | 60'345 | 92'608 CHF | 93'211 CHF | 100.00% | 100.00% |
04.07.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 92'849 CHF | 93'449 CHF | 100.00% | 100.00% |
03.07.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 60'000 | 60'000 | 61'917 | 61'917 | 94'077 CHF | 94'696 CHF | 100.00% | 100.00% |
02.07.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 96'474 CHF | 97'124 CHF | 100.00% | 100.00% |