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 | 0.64% | 1.56 CHF | 1.57 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 777'595 CHF | 156'519 CHF | 99.27% | 99.27% |
12.07.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 774'338 CHF | 155'868 CHF | 99.27% | 99.27% |
11.07.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 772'220 CHF | 155'444 CHF | 99.27% | 99.27% |
10.07.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 775'356 CHF | 156'071 CHF | 99.27% | 99.27% |
09.07.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 772'913 CHF | 155'583 CHF | 99.27% | 99.27% |
08.07.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 770'038 CHF | 155'008 CHF | 99.25% | 99.25% |
05.07.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 766'766 CHF | 154'353 CHF | 99.27% | 99.27% |
04.07.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 779'142 CHF | 156'828 CHF | 99.27% | 99.27% |
03.07.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 783'350 CHF | 157'670 CHF | 99.27% | 99.27% |
02.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 789'680 CHF | 158'936 CHF | 99.27% | 99.27% |