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 | 0.80% | 1.23 CHF | 1.24 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 74'474 CHF | 75'074 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 74'273 CHF | 74'873 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 60'000 | 60'000 | 59'961 | 59'961 | 74'296 CHF | 74'896 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 60'000 | 60'000 | 60'203 | 60'203 | 72'826 CHF | 73'428 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 60'000 | 60'000 | 60'501 | 60'501 | 72'655 CHF | 73'260 CHF | 100.00% | 100.00% |
08.07.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 73'262 CHF | 73'864 CHF | 99.99% | 99.99% |
05.07.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 60'000 | 60'000 | 60'345 | 60'345 | 72'469 CHF | 73'073 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 72'704 CHF | 73'304 CHF | 100.00% | 100.00% |
03.07.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 60'000 | 60'000 | 61'917 | 61'917 | 73'500 CHF | 74'119 CHF | 100.00% | 100.00% |
02.07.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 74'768 CHF | 75'418 CHF | 100.00% | 100.00% |