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 | 1.97% | 0.49 CHF | 0.50 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 30'098 CHF | 30'698 CHF | 100.00% | 100.00% |
12.07.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 29'833 CHF | 30'433 CHF | 100.00% | 100.00% |
11.07.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 60'000 | 60'000 | 59'954 | 59'954 | 30'028 CHF | 30'628 CHF | 100.00% | 100.00% |
10.07.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 60'000 | 60'000 | 60'202 | 60'202 | 28'470 CHF | 29'072 CHF | 100.00% | 100.00% |
09.07.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 60'000 | 60'000 | 60'500 | 60'500 | 28'149 CHF | 28'754 CHF | 100.00% | 100.00% |
08.07.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 28'985 CHF | 29'587 CHF | 100.00% | 100.00% |
05.07.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 60'000 | 60'000 | 60'344 | 60'344 | 27'934 CHF | 28'537 CHF | 100.00% | 100.00% |
04.07.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 28'653 CHF | 29'253 CHF | 100.00% | 100.00% |
03.07.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 60'000 | 60'000 | 61'917 | 61'917 | 27'843 CHF | 28'462 CHF | 100.00% | 100.00% |
02.07.2024 | 2.38% | 0.41 CHF | 0.42 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 27'022 CHF | 27'672 CHF | 100.00% | 100.00% |