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 | 4.91% | 0.59 CHF | 0.62 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 35'751 CHF | 37'551 CHF | 100.00% | 100.00% |
12.07.2024 | 4.87% | 0.59 CHF | 0.62 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 36'085 CHF | 37'885 CHF | 99.99% | 99.99% |
11.07.2024 | 5.61% | 0.54 CHF | 0.57 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 31'223 CHF | 33'023 CHF | 100.00% | 100.00% |
10.07.2024 | 5.67% | 0.51 CHF | 0.54 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 30'871 CHF | 32'671 CHF | 100.00% | 100.00% |
09.07.2024 | 5.06% | 0.58 CHF | 0.61 CHF | 60'000 | 60'000 | 59'850 | 59'850 | 34'773 CHF | 36'573 CHF | 100.00% | 100.00% |
08.07.2024 | 4.55% | 0.65 CHF | 0.68 CHF | 60'000 | 60'000 | 59'886 | 59'886 | 38'728 CHF | 40'528 CHF | 100.00% | 100.00% |
05.07.2024 | 4.46% | 0.65 CHF | 0.68 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 39'463 CHF | 41'263 CHF | 99.93% | 99.93% |
04.07.2024 | 4.46% | 0.66 CHF | 0.69 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 39'438 CHF | 41'238 CHF | 100.00% | 100.00% |
03.07.2024 | 4.27% | 0.69 CHF | 0.72 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 41'274 CHF | 43'074 CHF | 100.00% | 100.00% |
02.07.2024 | 4.47% | 0.75 CHF | 0.78 CHF | 60'000 | 60'000 | 54'734 | 54'734 | 42'153 CHF | 43'953 CHF | 99.99% | 99.99% |