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 | 0.64% | 1.57 CHF | 1.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 939'296 CHF | 315'099 CHF | 98.69% | 98.69% |
12.07.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 930'127 CHF | 312'042 CHF | 98.82% | 98.82% |
11.07.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 935'684 CHF | 313'895 CHF | 98.82% | 98.82% |
10.07.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 932'931 CHF | 312'977 CHF | 98.75% | 98.75% |
09.07.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 931'992 CHF | 312'664 CHF | 98.76% | 98.76% |
08.07.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 925'670 CHF | 310'557 CHF | 98.76% | 98.76% |
05.07.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 910'937 CHF | 305'646 CHF | 98.80% | 98.80% |
04.07.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 911'077 CHF | 305'692 CHF | 98.74% | 98.74% |
03.07.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 905'845 CHF | 303'948 CHF | 98.84% | 98.84% |
02.07.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 926'556 CHF | 310'852 CHF | 98.71% | 98.71% |