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 | 1.04% | 0.95 CHF | 0.96 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 57'663 CHF | 24'276 CHF | 99.72% | 99.72% |
12.07.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 57'537 CHF | 24'224 CHF | 99.01% | 99.01% |
11.07.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 56'140 CHF | 23'642 CHF | 99.09% | 99.09% |
10.07.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'210 CHF | 22'838 CHF | 100.00% | 100.00% |
09.07.2024 | 1.07% | 0.89 CHF | 0.90 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'754 CHF | 23'481 CHF | 100.00% | 100.00% |
08.07.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 56'298 CHF | 23'708 CHF | 100.00% | 100.00% |
05.07.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 57'255 CHF | 24'106 CHF | 98.98% | 98.98% |
04.07.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 57'462 CHF | 24'193 CHF | 100.00% | 100.00% |
03.07.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 56'123 CHF | 23'634 CHF | 100.00% | 100.00% |
02.07.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'728 CHF | 22'637 CHF | 100.00% | 100.00% |