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 | 0.75% | 1.33 CHF | 1.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 793'183 CHF | 266'394 CHF | 92.95% | 92.95% |
12.07.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 817'256 CHF | 274'419 CHF | 94.14% | 94.14% |
11.07.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 847'132 CHF | 284'377 CHF | 91.29% | 91.29% |
10.07.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 866'943 CHF | 290'981 CHF | 87.22% | 87.22% |
09.07.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 873'577 CHF | 293'192 CHF | 85.57% | 85.57% |
08.07.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 857'654 CHF | 287'884 CHF | 85.26% | 85.26% |
05.07.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 856'112 CHF | 287'371 CHF | 90.46% | 90.46% |
04.07.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 876'904 CHF | 294'301 CHF | 78.08% | 78.08% |
03.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 875'452 CHF | 293'817 CHF | 92.35% | 92.35% |
02.07.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 893'287 CHF | 299'762 CHF | 96.41% | 96.41% |