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 | 0.70% | 1.41 CHF | 1.42 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 427'337 CHF | 430'337 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 430'584 CHF | 433'584 CHF | 99.78% | 99.78% |
11.07.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 434'754 CHF | 437'754 CHF | 100.00% | 100.00% |
10.07.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 440'071 CHF | 443'071 CHF | 94.70% | 94.70% |
09.07.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 442'190 CHF | 445'190 CHF | 99.67% | 99.67% |
08.07.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 444'677 CHF | 447'677 CHF | 100.00% | 100.00% |
05.07.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 441'259 CHF | 444'259 CHF | 100.00% | 100.00% |
04.07.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 441'712 CHF | 444'712 CHF | 100.00% | 100.00% |
03.07.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 442'785 CHF | 445'785 CHF | 99.33% | 99.33% |
02.07.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 451'580 CHF | 454'580 CHF | 99.62% | 99.62% |