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 | 1.81% | 0.56 CHF | 0.57 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 32'935 CHF | 33'535 CHF | 100.00% | 100.00% |
12.07.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 33'162 CHF | 33'762 CHF | 100.00% | 100.00% |
11.07.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 60'000 | 60'000 | 59'952 | 59'952 | 32'955 CHF | 33'555 CHF | 99.98% | 99.98% |
10.07.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 60'000 | 60'000 | 60'202 | 60'202 | 34'632 CHF | 35'234 CHF | 100.00% | 100.00% |
09.07.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 60'000 | 60'000 | 60'500 | 60'500 | 35'239 CHF | 35'844 CHF | 100.00% | 100.00% |
08.07.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 34'173 CHF | 34'775 CHF | 100.00% | 100.00% |
05.07.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 60'000 | 60'000 | 60'344 | 60'344 | 35'465 CHF | 36'069 CHF | 99.99% | 99.99% |
04.07.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 34'561 CHF | 35'161 CHF | 100.00% | 100.00% |
03.07.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 60'000 | 60'000 | 61'916 | 61'916 | 37'279 CHF | 37'899 CHF | 100.00% | 100.00% |
02.07.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 41'136 CHF | 41'786 CHF | 100.00% | 100.00% |