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 | 0.50% | 1.94 CHF | 1.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 593'019 CHF | 198'673 CHF | 99.39% | 99.39% |
12.07.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 631'473 CHF | 211'491 CHF | 99.42% | 99.42% |
11.07.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 586'828 CHF | 196'609 CHF | 98.07% | 98.07% |
10.07.2024 | 0.55% | 1.88 CHF | 1.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 545'800 CHF | 182'933 CHF | 98.90% | 98.90% |
09.07.2024 | 0.55% | 1.76 CHF | 1.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 547'468 CHF | 183'489 CHF | 99.42% | 99.42% |
08.07.2024 | 0.51% | 1.86 CHF | 1.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 591'279 CHF | 198'093 CHF | 99.42% | 99.42% |
05.07.2024 | 0.47% | 2.05 CHF | 2.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 630'928 CHF | 211'310 CHF | 99.15% | 99.15% |
04.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 624'751 CHF | 209'250 CHF | 99.39% | 99.39% |
03.07.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 624'650 CHF | 209'217 CHF | 99.42% | 99.42% |
02.07.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 590'501 CHF | 197'834 CHF | 99.31% | 99.31% |