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 | 2.98% | 0.35 CHF | 0.36 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 19'855 CHF | 20'455 CHF | 100.00% | 100.00% |
12.07.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 20'089 CHF | 20'689 CHF | 100.00% | 100.00% |
11.07.2024 | 2.98% | 0.34 CHF | 0.35 CHF | 60'000 | 60'000 | 59'953 | 59'953 | 19'895 CHF | 20'495 CHF | 100.00% | 100.00% |
10.07.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 60'000 | 60'000 | 60'202 | 60'202 | 21'587 CHF | 22'189 CHF | 100.00% | 100.00% |
09.07.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 60'000 | 60'000 | 60'501 | 60'501 | 22'124 CHF | 22'729 CHF | 100.00% | 100.00% |
08.07.2024 | 2.81% | 0.37 CHF | 0.38 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 21'183 CHF | 21'785 CHF | 100.00% | 100.00% |
05.07.2024 | 2.67% | 0.39 CHF | 0.40 CHF | 60'000 | 60'000 | 60'344 | 60'344 | 22'313 CHF | 22'917 CHF | 100.00% | 100.00% |
04.07.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 21'512 CHF | 22'112 CHF | 100.00% | 100.00% |
03.07.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 60'000 | 60'000 | 61'917 | 61'917 | 23'809 CHF | 24'429 CHF | 100.00% | 100.00% |
02.07.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 27'064 CHF | 27'714 CHF | 100.00% | 100.00% |