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 | 1.90% | 0.51 CHF | 0.52 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 31'221 CHF | 31'821 CHF | 100.00% | 100.00% |
12.07.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 31'037 CHF | 31'637 CHF | 100.00% | 100.00% |
11.07.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 60'000 | 60'000 | 59'953 | 59'953 | 31'133 CHF | 31'733 CHF | 100.00% | 100.00% |
10.07.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 60'000 | 60'000 | 60'202 | 60'202 | 29'567 CHF | 30'169 CHF | 100.00% | 100.00% |
09.07.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 60'000 | 60'000 | 60'500 | 60'500 | 29'365 CHF | 29'970 CHF | 100.00% | 100.00% |
08.07.2024 | 1.98% | 0.48 CHF | 0.49 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 30'050 CHF | 30'652 CHF | 100.00% | 100.00% |
05.07.2024 | 2.05% | 0.47 CHF | 0.48 CHF | 60'000 | 60'000 | 60'343 | 60'343 | 29'147 CHF | 29'750 CHF | 100.00% | 100.00% |
04.07.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 29'719 CHF | 30'319 CHF | 100.00% | 100.00% |
03.07.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 60'000 | 60'000 | 61'916 | 61'916 | 28'991 CHF | 29'610 CHF | 100.00% | 100.00% |
02.07.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 28'341 CHF | 28'991 CHF | 100.00% | 100.00% |