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 | 0.61% | 1.65 CHF | 1.66 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 493'184 CHF | 496'184 CHF | 100.00% | 100.00% |
12.07.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 496'174 CHF | 499'174 CHF | 100.00% | 100.00% |
11.07.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 300'000 | 300'000 | 299'755 | 299'755 | 499'149 CHF | 502'149 CHF | 100.00% | 100.00% |
10.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 503'871 CHF | 506'871 CHF | 100.00% | 100.00% |
09.07.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 300'000 | 300'000 | 299'698 | 299'698 | 502'979 CHF | 505'979 CHF | 100.00% | 100.00% |
08.07.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 496'890 CHF | 499'890 CHF | 100.00% | 100.00% |
05.07.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 504'379 CHF | 507'379 CHF | 100.00% | 100.00% |
04.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 510'463 CHF | 513'463 CHF | 100.00% | 100.00% |
03.07.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 517'002 CHF | 520'002 CHF | 100.00% | 100.00% |
02.07.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 521'294 CHF | 524'294 CHF | 100.00% | 100.00% |