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 | 1.72% | 0.58 CHF | 0.59 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 40'326 CHF | 41'026 CHF | 100.00% | 100.00% |
12.07.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 39'568 CHF | 40'268 CHF | 100.00% | 100.00% |
11.07.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 40'347 CHF | 41'047 CHF | 100.00% | 100.00% |
10.07.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 35'817 CHF | 36'417 CHF | 100.00% | 100.00% |
09.07.2024 | 1.52% | 0.67 CHF | 0.68 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 39'105 CHF | 39'705 CHF | 100.00% | 100.00% |
08.07.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 40'556 CHF | 41'156 CHF | 100.00% | 100.00% |
05.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 40'991 CHF | 41'591 CHF | 100.00% | 100.00% |
04.07.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'585 CHF | 35'085 CHF | 100.00% | 100.00% |
03.07.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'867 CHF | 36'367 CHF | 100.00% | 100.00% |
02.07.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'172 CHF | 36'672 CHF | 100.00% | 100.00% |