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% | 0.80 CHF | 0.81 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 48'551 CHF | 49'151 CHF | 100.00% | 100.00% |
12.07.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 48'370 CHF | 48'970 CHF | 99.98% | 99.98% |
11.07.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 60'000 | 60'000 | 59'956 | 59'956 | 48'437 CHF | 49'037 CHF | 99.98% | 99.98% |
10.07.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 60'000 | 60'000 | 60'203 | 60'203 | 46'903 CHF | 47'505 CHF | 100.00% | 100.00% |
09.07.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 60'000 | 60'000 | 60'501 | 60'501 | 46'612 CHF | 47'217 CHF | 100.00% | 100.00% |
08.07.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 47'362 CHF | 47'964 CHF | 99.99% | 99.99% |
05.07.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 60'000 | 60'000 | 60'344 | 60'344 | 46'462 CHF | 47'065 CHF | 100.00% | 100.00% |
04.07.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 46'979 CHF | 47'579 CHF | 100.00% | 100.00% |
03.07.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 60'000 | 60'000 | 61'917 | 61'917 | 46'821 CHF | 47'441 CHF | 100.00% | 100.00% |
02.07.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 46'845 CHF | 47'495 CHF | 100.00% | 100.00% |