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 | 0.75% | 1.31 CHF | 1.32 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 79'294 CHF | 79'894 CHF | 100.00% | 100.00% |
12.07.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 79'117 CHF | 79'717 CHF | 100.00% | 100.00% |
11.07.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 60'000 | 60'000 | 59'961 | 59'961 | 79'113 CHF | 79'713 CHF | 99.99% | 99.99% |
10.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 60'000 | 60'000 | 60'203 | 60'203 | 77'667 CHF | 78'269 CHF | 100.00% | 100.00% |
09.07.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 60'000 | 60'000 | 60'501 | 60'501 | 77'670 CHF | 78'275 CHF | 100.00% | 100.00% |
08.07.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 78'092 CHF | 78'694 CHF | 100.00% | 100.00% |
05.07.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 60'000 | 60'000 | 60'344 | 60'344 | 77'317 CHF | 77'920 CHF | 100.00% | 100.00% |
04.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 77'702 CHF | 78'302 CHF | 100.00% | 100.00% |
03.07.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 60'000 | 60'000 | 61'917 | 61'917 | 78'482 CHF | 79'101 CHF | 100.00% | 100.00% |
02.07.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 79'994 CHF | 80'644 CHF | 100.00% | 100.00% |