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 | 2.73% | 0.67 CHF | 0.69 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 43'372 CHF | 44'572 CHF | 99.97% | 99.97% |
12.07.2024 | 2.83% | 0.74 CHF | 0.76 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 41'843 CHF | 43'043 CHF | 100.00% | 100.00% |
11.07.2024 | 2.81% | 0.74 CHF | 0.76 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 49'177 CHF | 50'577 CHF | 99.99% | 99.99% |
10.07.2024 | 3.03% | 0.66 CHF | 0.68 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 45'540 CHF | 46'940 CHF | 100.00% | 100.00% |
09.07.2024 | 2.95% | 0.65 CHF | 0.67 CHF | 70'000 | 70'000 | 69'846 | 69'846 | 46'852 CHF | 48'252 CHF | 100.00% | 100.00% |
08.07.2024 | 2.74% | 0.70 CHF | 0.72 CHF | 70'000 | 70'000 | 66'609 | 66'609 | 48'076 CHF | 49'411 CHF | 99.99% | 99.99% |
05.07.2024 | 2.70% | 0.72 CHF | 0.74 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 43'864 CHF | 45'064 CHF | 99.81% | 99.81% |
04.07.2024 | 2.39% | 0.84 CHF | 0.86 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 49'563 CHF | 50'763 CHF | 99.49% | 99.49% |
03.07.2024 | 2.52% | 0.80 CHF | 0.82 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 47'074 CHF | 48'274 CHF | 100.00% | 100.00% |
02.07.2024 | 2.62% | 0.79 CHF | 0.81 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 45'328 CHF | 46'528 CHF | 100.00% | 100.00% |