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 | 0.85% | 1.18 CHF | 1.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 701'228 CHF | 235'743 CHF | 92.97% | 92.97% |
12.07.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 725'133 CHF | 243'711 CHF | 94.13% | 94.13% |
11.07.2024 | 0.79% | 1.23 CHF | 1.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 755'623 CHF | 253'874 CHF | 91.29% | 91.29% |
10.07.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 775'048 CHF | 260'349 CHF | 87.22% | 87.22% |
09.07.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 782'979 CHF | 262'993 CHF | 85.57% | 85.57% |
08.07.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 766'168 CHF | 257'389 CHF | 85.26% | 85.26% |
05.07.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 764'567 CHF | 256'856 CHF | 90.44% | 90.44% |
04.07.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 784'658 CHF | 263'552 CHF | 78.10% | 78.10% |
03.07.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 783'377 CHF | 263'126 CHF | 92.36% | 92.36% |
02.07.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 801'910 CHF | 269'303 CHF | 96.41% | 96.41% |