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 | 0.92% | 1.07 CHF | 1.08 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 64'895 CHF | 65'495 CHF | 100.00% | 100.00% |
12.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 64'736 CHF | 65'336 CHF | 100.00% | 100.00% |
11.07.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 60'000 | 60'000 | 59'956 | 59'956 | 64'745 CHF | 65'345 CHF | 99.99% | 99.99% |
10.07.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 60'000 | 60'000 | 60'202 | 60'202 | 63'392 CHF | 63'994 CHF | 100.00% | 100.00% |
09.07.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 60'000 | 60'000 | 60'500 | 60'500 | 63'224 CHF | 63'829 CHF | 100.00% | 100.00% |
08.07.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 63'719 CHF | 64'321 CHF | 100.00% | 100.00% |
05.07.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 60'000 | 60'000 | 60'345 | 60'345 | 62'950 CHF | 63'554 CHF | 100.00% | 100.00% |
04.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 63'345 CHF | 63'945 CHF | 100.00% | 100.00% |
03.07.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 60'000 | 60'000 | 61'917 | 61'917 | 63'668 CHF | 64'288 CHF | 100.00% | 100.00% |
02.07.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 64'509 CHF | 65'159 CHF | 100.00% | 100.00% |