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 | 2.19% | 0.47 CHF | 0.48 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 27'074 CHF | 27'674 CHF | 100.00% | 100.00% |
12.07.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 27'300 CHF | 27'900 CHF | 99.99% | 99.99% |
11.07.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 60'000 | 60'000 | 59'953 | 59'953 | 27'093 CHF | 27'693 CHF | 100.00% | 100.00% |
10.07.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 60'000 | 60'000 | 60'202 | 60'202 | 28'806 CHF | 29'408 CHF | 100.00% | 100.00% |
09.07.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 60'000 | 60'000 | 60'500 | 60'500 | 29'366 CHF | 29'971 CHF | 100.00% | 100.00% |
08.07.2024 | 2.10% | 0.49 CHF | 0.50 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 28'389 CHF | 28'992 CHF | 100.00% | 100.00% |
05.07.2024 | 2.02% | 0.51 CHF | 0.52 CHF | 60'000 | 60'000 | 60'343 | 60'343 | 29'540 CHF | 30'144 CHF | 100.00% | 100.00% |
04.07.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 28'699 CHF | 29'299 CHF | 100.00% | 100.00% |
03.07.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 60'000 | 60'000 | 61'916 | 61'916 | 31'226 CHF | 31'845 CHF | 100.00% | 100.00% |
02.07.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 34'802 CHF | 35'452 CHF | 100.00% | 100.00% |