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% | 0.94 CHF | 0.95 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 57'340 CHF | 24'142 CHF | 99.70% | 99.70% |
12.07.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 57'304 CHF | 24'127 CHF | 99.01% | 99.01% |
11.07.2024 | 1.07% | 0.96 CHF | 0.97 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'902 CHF | 23'542 CHF | 99.09% | 99.09% |
10.07.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'776 CHF | 22'657 CHF | 100.00% | 100.00% |
09.07.2024 | 1.08% | 0.88 CHF | 0.89 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'324 CHF | 23'302 CHF | 100.00% | 100.00% |
08.07.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'989 CHF | 23'579 CHF | 100.00% | 100.00% |
05.07.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 56'841 CHF | 23'934 CHF | 98.98% | 98.98% |
04.07.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 57'077 CHF | 24'032 CHF | 100.00% | 100.00% |
03.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'866 CHF | 23'527 CHF | 100.00% | 100.00% |
02.07.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'403 CHF | 22'501 CHF | 100.00% | 100.00% |