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 | 0.53% | 1.88 CHF | 1.89 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 932'434 CHF | 937'434 CHF | 99.53% | 99.53% |
12.07.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 937'226 CHF | 942'226 CHF | 90.65% | 90.65% |
11.07.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 900'512 CHF | 905'512 CHF | 99.44% | 99.44% |
10.07.2024 | 0.56% | 1.84 CHF | 1.85 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 885'919 CHF | 890'919 CHF | 99.52% | 99.52% |
09.07.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 872'630 CHF | 877'630 CHF | 93.98% | 93.98% |
08.07.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 988'997 CHF | 993'997 CHF | 99.49% | 99.49% |
05.07.2024 | 0.49% | 1.97 CHF | 1.98 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'008'310 CHF | 1'013'310 CHF | 98.48% | 98.48% |
04.07.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'003'420 CHF | 1'008'420 CHF | 98.68% | 98.68% |
03.07.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 980'067 CHF | 985'067 CHF | 99.47% | 99.47% |
02.07.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 933'376 CHF | 938'376 CHF | 99.53% | 99.53% |