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 | 2.07% | 0.49 CHF | 0.50 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 28'680 CHF | 29'280 CHF | 100.00% | 100.00% |
12.07.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 28'880 CHF | 29'480 CHF | 100.00% | 100.00% |
11.07.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 60'000 | 60'000 | 59'954 | 59'954 | 28'688 CHF | 29'288 CHF | 100.00% | 100.00% |
10.07.2024 | 1.97% | 0.49 CHF | 0.50 CHF | 60'000 | 60'000 | 60'203 | 60'203 | 30'326 CHF | 30'928 CHF | 100.00% | 100.00% |
09.07.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 60'000 | 60'000 | 60'500 | 60'500 | 30'945 CHF | 31'550 CHF | 100.00% | 100.00% |
08.07.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 29'897 CHF | 30'499 CHF | 100.00% | 100.00% |
05.07.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 60'000 | 60'000 | 60'344 | 60'344 | 31'192 CHF | 31'795 CHF | 100.00% | 100.00% |
04.07.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 30'282 CHF | 30'882 CHF | 100.00% | 100.00% |
03.07.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 60'000 | 60'000 | 61'917 | 61'917 | 32'882 CHF | 33'501 CHF | 100.00% | 100.00% |
02.07.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 36'534 CHF | 37'184 CHF | 99.99% | 99.99% |