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 | 1.23% | 0.79 CHF | 0.80 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 48'335 CHF | 48'935 CHF | 100.00% | 100.00% |
12.07.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 48'262 CHF | 48'862 CHF | 100.00% | 100.00% |
11.07.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 60'000 | 60'000 | 59'956 | 59'956 | 48'296 CHF | 48'896 CHF | 100.00% | 100.00% |
10.07.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 60'000 | 60'000 | 60'203 | 60'203 | 46'748 CHF | 47'350 CHF | 100.00% | 100.00% |
09.07.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 60'000 | 60'000 | 60'500 | 60'500 | 46'494 CHF | 47'099 CHF | 100.00% | 100.00% |
08.07.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 47'239 CHF | 47'841 CHF | 100.00% | 100.00% |
05.07.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 60'000 | 60'000 | 60'344 | 60'344 | 46'243 CHF | 46'846 CHF | 100.00% | 100.00% |
04.07.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 46'810 CHF | 47'410 CHF | 100.00% | 100.00% |
03.07.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 60'000 | 60'000 | 61'917 | 61'917 | 46'681 CHF | 47'300 CHF | 100.00% | 100.00% |
02.07.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 46'657 CHF | 47'307 CHF | 99.99% | 99.99% |