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 | 1.63% | 0.61 CHF | 0.62 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 27'347 CHF | 27'797 CHF | 100.00% | 100.00% |
12.07.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 24'050 CHF | 24'450 CHF | 100.00% | 100.00% |
11.07.2024 | 1.60% | 0.64 CHF | 0.65 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 27'854 CHF | 28'304 CHF | 100.00% | 100.00% |
10.07.2024 | 1.86% | 0.55 CHF | 0.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'661 CHF | 27'161 CHF | 100.00% | 100.00% |
09.07.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 24'249 CHF | 24'699 CHF | 100.00% | 100.00% |
08.07.2024 | 1.69% | 0.56 CHF | 0.57 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 23'488 CHF | 23'888 CHF | 100.00% | 100.00% |
05.07.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 25'250 CHF | 25'650 CHF | 100.00% | 100.00% |
04.07.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 24'932 CHF | 25'332 CHF | 100.00% | 100.00% |
03.07.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 27'303 CHF | 27'753 CHF | 100.00% | 100.00% |
02.07.2024 | 1.88% | 0.55 CHF | 0.56 CHF | 45'000 | 45'000 | 47'990 | 47'990 | 25'223 CHF | 25'702 CHF | 100.00% | 100.00% |