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 | 1.10% | 0.89 CHF | 0.90 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 54'045 CHF | 54'645 CHF | 100.00% | 100.00% |
12.07.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 53'846 CHF | 54'446 CHF | 100.00% | 100.00% |
11.07.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 60'000 | 60'000 | 59'955 | 59'955 | 53'896 CHF | 54'496 CHF | 100.00% | 100.00% |
10.07.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 60'000 | 60'000 | 60'202 | 60'202 | 52'393 CHF | 52'995 CHF | 100.00% | 100.00% |
09.07.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 60'000 | 60'000 | 60'501 | 60'501 | 52'281 CHF | 52'886 CHF | 100.00% | 100.00% |
08.07.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 52'844 CHF | 53'446 CHF | 100.00% | 100.00% |
05.07.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 60'000 | 60'000 | 60'344 | 60'344 | 52'052 CHF | 52'656 CHF | 99.99% | 99.99% |
04.07.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 52'487 CHF | 53'087 CHF | 100.00% | 100.00% |
03.07.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 60'000 | 60'000 | 61'917 | 61'917 | 52'477 CHF | 53'096 CHF | 100.00% | 100.00% |
02.07.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 52'782 CHF | 53'432 CHF | 100.00% | 100.00% |