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 | 1.53% | 0.66 CHF | 0.67 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 38'861 CHF | 39'461 CHF | 100.00% | 100.00% |
12.07.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 39'002 CHF | 39'602 CHF | 100.00% | 100.00% |
11.07.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 60'000 | 60'000 | 59'953 | 59'953 | 38'805 CHF | 39'405 CHF | 100.00% | 100.00% |
10.07.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 60'000 | 60'000 | 60'202 | 60'202 | 40'456 CHF | 41'058 CHF | 100.00% | 100.00% |
09.07.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 60'000 | 60'000 | 60'500 | 60'500 | 41'147 CHF | 41'752 CHF | 100.00% | 100.00% |
08.07.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 40'030 CHF | 40'632 CHF | 100.00% | 100.00% |
05.07.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 60'000 | 60'000 | 60'344 | 60'344 | 41'352 CHF | 41'955 CHF | 100.00% | 100.00% |
04.07.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 40'366 CHF | 40'966 CHF | 100.00% | 100.00% |
03.07.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 60'000 | 60'000 | 61'917 | 61'917 | 43'297 CHF | 43'916 CHF | 100.00% | 100.00% |
02.07.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 47'431 CHF | 48'081 CHF | 100.00% | 100.00% |