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 | 2.89% | 0.33 CHF | 0.34 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 20'500 CHF | 21'100 CHF | 100.00% | 100.00% |
12.07.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 20'237 CHF | 20'837 CHF | 100.00% | 100.00% |
11.07.2024 | 2.90% | 0.33 CHF | 0.34 CHF | 60'000 | 60'000 | 59'951 | 59'951 | 20'451 CHF | 21'051 CHF | 99.99% | 99.99% |
10.07.2024 | 3.15% | 0.32 CHF | 0.33 CHF | 60'000 | 60'000 | 60'202 | 60'202 | 18'874 CHF | 19'476 CHF | 100.00% | 100.00% |
09.07.2024 | 3.22% | 0.30 CHF | 0.31 CHF | 60'000 | 60'000 | 60'501 | 60'501 | 18'517 CHF | 19'122 CHF | 100.00% | 100.00% |
08.07.2024 | 3.06% | 0.31 CHF | 0.32 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 19'410 CHF | 20'012 CHF | 100.00% | 100.00% |
05.07.2024 | 3.23% | 0.29 CHF | 0.30 CHF | 60'000 | 60'000 | 60'344 | 60'344 | 18'416 CHF | 19'019 CHF | 100.00% | 100.00% |
04.07.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 19'078 CHF | 19'678 CHF | 100.00% | 100.00% |
03.07.2024 | 3.39% | 0.29 CHF | 0.30 CHF | 60'000 | 60'000 | 61'917 | 61'917 | 17'979 CHF | 18'598 CHF | 100.00% | 100.00% |
02.07.2024 | 3.83% | 0.25 CHF | 0.26 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 16'667 CHF | 17'317 CHF | 99.99% | 99.99% |