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 | 2.67% | 1.12 CHF | 1.15 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 66'445 CHF | 68'245 CHF | 100.00% | 100.00% |
12.07.2024 | 2.72% | 1.13 CHF | 1.16 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 65'281 CHF | 67'081 CHF | 100.00% | 100.00% |
11.07.2024 | 2.24% | 1.24 CHF | 1.27 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 79'450 CHF | 81'250 CHF | 100.00% | 100.00% |
10.07.2024 | 2.26% | 1.38 CHF | 1.41 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 78'842 CHF | 80'642 CHF | 100.00% | 100.00% |
09.07.2024 | 2.60% | 1.14 CHF | 1.17 CHF | 60'000 | 60'000 | 59'851 | 59'851 | 68'435 CHF | 70'235 CHF | 100.00% | 100.00% |
08.07.2024 | 2.95% | 1.01 CHF | 1.04 CHF | 60'000 | 60'000 | 59'891 | 59'891 | 60'197 CHF | 61'997 CHF | 100.00% | 100.00% |
05.07.2024 | 2.95% | 1.02 CHF | 1.05 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 60'081 CHF | 61'881 CHF | 99.93% | 99.93% |
04.07.2024 | 2.98% | 0.99 CHF | 1.02 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 59'557 CHF | 61'357 CHF | 100.00% | 100.00% |
03.07.2024 | 3.22% | 0.92 CHF | 0.95 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 55'027 CHF | 56'827 CHF | 100.00% | 100.00% |
02.07.2024 | 4.43% | 0.80 CHF | 0.83 CHF | 60'000 | 60'000 | 54'735 | 54'735 | 42'442 CHF | 44'242 CHF | 100.00% | 100.00% |