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 | 0.88% | 1.12 CHF | 1.13 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 68'109 CHF | 68'709 CHF | 100.00% | 100.00% |
12.07.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 67'920 CHF | 68'520 CHF | 100.00% | 100.00% |
11.07.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 60'000 | 60'000 | 59'961 | 59'961 | 68'036 CHF | 68'636 CHF | 99.99% | 99.99% |
10.07.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 60'000 | 60'000 | 60'203 | 60'203 | 66'522 CHF | 67'124 CHF | 100.00% | 100.00% |
09.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 60'000 | 60'000 | 60'501 | 60'501 | 66'377 CHF | 66'982 CHF | 99.99% | 99.99% |
08.07.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 66'864 CHF | 67'466 CHF | 100.00% | 100.00% |
05.07.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 60'000 | 60'000 | 60'345 | 60'345 | 66'072 CHF | 66'675 CHF | 100.00% | 100.00% |
04.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 66'474 CHF | 67'074 CHF | 100.00% | 100.00% |
03.07.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 60'000 | 60'000 | 61'917 | 61'917 | 66'863 CHF | 67'482 CHF | 100.00% | 100.00% |
02.07.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 67'990 CHF | 68'640 CHF | 99.99% | 99.99% |