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 | 2.71% | 1.08 CHF | 1.11 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 65'535 CHF | 67'335 CHF | 100.00% | 100.00% |
12.07.2024 | 2.69% | 1.08 CHF | 1.11 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 65'935 CHF | 67'735 CHF | 100.00% | 100.00% |
11.07.2024 | 3.09% | 1.01 CHF | 1.04 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 57'374 CHF | 59'174 CHF | 100.00% | 100.00% |
10.07.2024 | 3.12% | 0.93 CHF | 0.96 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 56'763 CHF | 58'563 CHF | 100.00% | 100.00% |
09.07.2024 | 2.86% | 1.04 CHF | 1.07 CHF | 60'000 | 60'000 | 59'851 | 59'851 | 62'254 CHF | 64'054 CHF | 100.00% | 100.00% |
08.07.2024 | 2.60% | 1.14 CHF | 1.17 CHF | 60'000 | 60'000 | 59'885 | 59'885 | 68'560 CHF | 70'360 CHF | 100.00% | 100.00% |
05.07.2024 | 2.55% | 1.15 CHF | 1.18 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 69'727 CHF | 71'527 CHF | 99.93% | 99.93% |
04.07.2024 | 2.55% | 1.16 CHF | 1.19 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 69'804 CHF | 71'604 CHF | 100.00% | 100.00% |
03.07.2024 | 2.44% | 1.22 CHF | 1.25 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 72'845 CHF | 74'645 CHF | 100.00% | 100.00% |
02.07.2024 | 2.57% | 1.33 CHF | 1.36 CHF | 60'000 | 60'000 | 54'735 | 54'735 | 74'337 CHF | 76'137 CHF | 100.00% | 100.00% |