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 | 2.74% | 0.35 CHF | 0.36 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 21'619 CHF | 22'219 CHF | 100.00% | 100.00% |
12.07.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 21'441 CHF | 22'041 CHF | 100.00% | 100.00% |
11.07.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 60'000 | 60'000 | 59'948 | 59'948 | 21'552 CHF | 22'152 CHF | 100.00% | 100.00% |
10.07.2024 | 2.98% | 0.34 CHF | 0.35 CHF | 60'000 | 60'000 | 60'202 | 60'202 | 19'955 CHF | 20'557 CHF | 100.00% | 100.00% |
09.07.2024 | 3.02% | 0.32 CHF | 0.33 CHF | 60'000 | 60'000 | 60'500 | 60'500 | 19'741 CHF | 20'346 CHF | 100.00% | 100.00% |
08.07.2024 | 2.90% | 0.33 CHF | 0.34 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 20'468 CHF | 21'070 CHF | 100.00% | 100.00% |
05.07.2024 | 3.05% | 0.31 CHF | 0.32 CHF | 60'000 | 60'000 | 60'343 | 60'343 | 19'509 CHF | 20'112 CHF | 100.00% | 100.00% |