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 | 1.39% | 0.70 CHF | 0.71 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 43'014 CHF | 43'614 CHF | 100.00% | 100.00% |
12.07.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 42'894 CHF | 43'494 CHF | 99.99% | 99.99% |
11.07.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 60'000 | 60'000 | 59'953 | 59'953 | 42'948 CHF | 43'548 CHF | 100.00% | 100.00% |
10.07.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 60'000 | 60'000 | 60'203 | 60'203 | 41'405 CHF | 42'007 CHF | 100.00% | 100.00% |
09.07.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 60'000 | 60'000 | 60'500 | 60'500 | 41'101 CHF | 41'706 CHF | 100.00% | 100.00% |
08.07.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 41'885 CHF | 42'487 CHF | 100.00% | 100.00% |
05.07.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 60'000 | 60'000 | 60'344 | 60'344 | 40'895 CHF | 41'498 CHF | 100.00% | 100.00% |
04.07.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 41'482 CHF | 42'082 CHF | 100.00% | 100.00% |
03.07.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 60'000 | 60'000 | 61'916 | 61'916 | 41'171 CHF | 41'790 CHF | 100.00% | 100.00% |
02.07.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 40'926 CHF | 41'576 CHF | 100.00% | 100.00% |