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 | 1.62% | 0.60 CHF | 0.61 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 36'822 CHF | 37'422 CHF | 100.00% | 100.00% |
12.07.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 36'669 CHF | 37'269 CHF | 100.00% | 100.00% |
11.07.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 60'000 | 60'000 | 59'953 | 59'953 | 36'851 CHF | 37'451 CHF | 100.00% | 100.00% |
10.07.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 60'000 | 60'000 | 60'203 | 60'203 | 35'281 CHF | 35'883 CHF | 100.00% | 100.00% |
09.07.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 60'000 | 60'000 | 60'500 | 60'500 | 34'980 CHF | 35'585 CHF | 100.00% | 100.00% |
08.07.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 35'662 CHF | 36'264 CHF | 100.00% | 100.00% |
05.07.2024 | 1.72% | 0.56 CHF | 0.57 CHF | 60'000 | 60'000 | 60'344 | 60'344 | 34'737 CHF | 35'341 CHF | 100.00% | 100.00% |
04.07.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 35'378 CHF | 35'978 CHF | 100.00% | 100.00% |
03.07.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 60'000 | 60'000 | 61'916 | 61'916 | 34'876 CHF | 35'495 CHF | 100.00% | 100.00% |
02.07.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 34'305 CHF | 34'955 CHF | 100.00% | 100.00% |