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 | 0.82% | 1.21 CHF | 1.22 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 73'142 CHF | 73'742 CHF | 99.99% | 99.99% |
12.07.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 72'948 CHF | 73'548 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 60'000 | 60'000 | 59'960 | 59'960 | 72'942 CHF | 73'542 CHF | 100.00% | 100.00% |
10.07.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 60'000 | 60'000 | 60'203 | 60'203 | 71'469 CHF | 72'071 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 60'000 | 60'000 | 60'501 | 60'501 | 71'330 CHF | 71'935 CHF | 100.00% | 100.00% |
08.07.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 60'000 | 60'000 | 60'213 | 60'213 | 71'826 CHF | 72'429 CHF | 100.00% | 100.00% |
05.07.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 60'000 | 60'000 | 60'344 | 60'344 | 71'062 CHF | 71'665 CHF | 100.00% | 100.00% |
04.07.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 71'357 CHF | 71'957 CHF | 100.00% | 100.00% |
03.07.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 60'000 | 60'000 | 61'918 | 61'918 | 72'120 CHF | 72'739 CHF | 100.00% | 100.00% |
02.07.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 73'307 CHF | 73'957 CHF | 100.00% | 100.00% |