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 | 0.59% | 1.70 CHF | 1.71 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'016'120 CHF | 425'883 CHF | 91.68% | 91.68% |
12.07.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'024'920 CHF | 429'552 CHF | 97.68% | 97.68% |
11.07.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'012'520 CHF | 424'382 CHF | 95.50% | 95.50% |
10.07.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'009'560 CHF | 423'151 CHF | 94.66% | 94.66% |
09.07.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 997'640 CHF | 418'183 CHF | 96.83% | 96.83% |
08.07.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'026'590 CHF | 430'246 CHF | 94.18% | 94.18% |
05.07.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'020'200 CHF | 427'584 CHF | 92.34% | 92.34% |
04.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'011'590 CHF | 423'994 CHF | 87.63% | 87.63% |
03.07.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 994'358 CHF | 416'816 CHF | 94.41% | 94.41% |
02.07.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 978'570 CHF | 410'237 CHF | 95.72% | 95.72% |