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 | 1.06% | 0.92 CHF | 0.93 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 56'117 CHF | 23'632 CHF | 99.71% | 99.71% |
12.07.2024 | 1.07% | 0.96 CHF | 0.97 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 56'025 CHF | 23'594 CHF | 99.01% | 99.01% |
11.07.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'702 CHF | 23'042 CHF | 99.09% | 99.09% |
10.07.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 52'576 CHF | 22'157 CHF | 100.00% | 100.00% |
09.07.2024 | 1.10% | 0.86 CHF | 0.87 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'124 CHF | 22'802 CHF | 100.00% | 100.00% |
08.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'789 CHF | 23'079 CHF | 100.00% | 100.00% |
05.07.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'641 CHF | 23'434 CHF | 98.98% | 98.98% |
04.07.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'877 CHF | 23'532 CHF | 100.00% | 100.00% |
03.07.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'666 CHF | 23'027 CHF | 100.00% | 100.00% |
02.07.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 52'192 CHF | 21'996 CHF | 100.00% | 100.00% |