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 | 1.56% | 0.66 CHF | 0.67 CHF | 400'000 | 400'000 | 397'125 | 397'125 | 252'403 CHF | 256'374 CHF | 99.99% | 99.99% |
12.07.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 395'000 | 395'000 | 399'073 | 399'073 | 254'438 CHF | 258'429 CHF | 99.99% | 99.99% |
11.07.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 400'000 | 400'000 | 400'039 | 400'039 | 260'949 CHF | 264'951 CHF | 99.85% | 99.85% |
10.07.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 400'000 | 400'000 | 404'958 | 404'958 | 267'553 CHF | 271'602 CHF | 100.00% | 100.00% |
09.07.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 405'000 | 405'000 | 401'536 | 401'536 | 263'838 CHF | 267'858 CHF | 99.73% | 99.73% |
08.07.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 405'000 | 405'000 | 403'684 | 403'684 | 267'148 CHF | 271'185 CHF | 100.00% | 100.00% |
05.07.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 405'000 | 405'000 | 404'455 | 404'455 | 267'959 CHF | 272'003 CHF | 99.81% | 99.81% |
04.07.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 405'000 | 405'000 | 403'541 | 403'541 | 267'180 CHF | 271'215 CHF | 100.00% | 100.00% |
03.07.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 405'000 | 405'000 | 405'000 | 405'000 | 271'822 CHF | 275'872 CHF | 100.00% | 100.00% |
02.07.2024 | 1.45% | 0.67 CHF | 0.68 CHF | 405'000 | 405'000 | 408'019 | 408'019 | 279'021 CHF | 283'101 CHF | 99.99% | 99.99% |