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 | 1.00% | 0.98 CHF | 0.99 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 59'660 CHF | 60'260 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 59'622 CHF | 60'222 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 60'000 | 60'000 | 59'957 | 59'957 | 59'624 CHF | 60'224 CHF | 99.98% | 99.98% |
10.07.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 60'000 | 60'000 | 60'203 | 60'203 | 58'092 CHF | 58'694 CHF | 100.00% | 100.00% |
09.07.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 60'000 | 60'000 | 60'500 | 60'500 | 57'911 CHF | 58'516 CHF | 100.00% | 100.00% |
08.07.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 58'577 CHF | 59'179 CHF | 100.00% | 100.00% |
05.07.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 60'000 | 60'000 | 60'344 | 60'344 | 57'620 CHF | 58'223 CHF | 100.00% | 100.00% |
04.07.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 58'137 CHF | 58'737 CHF | 100.00% | 100.00% |
03.07.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 60'000 | 60'000 | 61'916 | 61'916 | 58'353 CHF | 58'973 CHF | 100.00% | 100.00% |
02.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 58'906 CHF | 59'556 CHF | 100.00% | 100.00% |