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 | 1.60% | 0.61 CHF | 0.62 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 37'282 CHF | 37'882 CHF | 100.00% | 100.00% |
12.07.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 37'124 CHF | 37'724 CHF | 100.00% | 100.00% |
11.07.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 60'000 | 60'000 | 59'955 | 59'955 | 37'187 CHF | 37'787 CHF | 100.00% | 100.00% |
10.07.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 60'000 | 60'000 | 60'202 | 60'202 | 35'642 CHF | 36'244 CHF | 99.99% | 99.99% |
09.07.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 60'000 | 60'000 | 60'500 | 60'500 | 35'355 CHF | 35'960 CHF | 100.00% | 100.00% |
08.07.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 36'141 CHF | 36'744 CHF | 100.00% | 100.00% |
05.07.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 60'000 | 60'000 | 60'343 | 60'343 | 35'240 CHF | 35'843 CHF | 99.99% | 99.99% |
04.07.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 35'812 CHF | 36'412 CHF | 100.00% | 100.00% |
03.07.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 60'000 | 60'000 | 61'916 | 61'916 | 35'242 CHF | 35'861 CHF | 100.00% | 100.00% |
02.07.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 34'782 CHF | 35'432 CHF | 100.00% | 100.00% |