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 | 1.71% | 0.59 CHF | 0.60 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 34'724 CHF | 35'324 CHF | 100.00% | 100.00% |
12.07.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 34'955 CHF | 35'555 CHF | 100.00% | 100.00% |
11.07.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 60'000 | 60'000 | 59'952 | 59'952 | 34'739 CHF | 35'339 CHF | 99.99% | 99.99% |
10.07.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 60'000 | 60'000 | 60'203 | 60'203 | 36'426 CHF | 37'028 CHF | 100.00% | 100.00% |
09.07.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 60'000 | 60'000 | 60'501 | 60'501 | 37'047 CHF | 37'652 CHF | 100.00% | 100.00% |
08.07.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 35'964 CHF | 36'566 CHF | 100.00% | 100.00% |
05.07.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 60'000 | 60'000 | 60'344 | 60'344 | 37'271 CHF | 37'874 CHF | 99.99% | 99.99% |
04.07.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 36'353 CHF | 36'953 CHF | 100.00% | 100.00% |
03.07.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 60'000 | 60'000 | 61'916 | 61'916 | 39'135 CHF | 39'754 CHF | 100.00% | 100.00% |
02.07.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 43'083 CHF | 43'733 CHF | 100.00% | 100.00% |