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 | 0.68% | 1.47 CHF | 1.48 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 882'498 CHF | 370'208 CHF | 91.68% | 91.68% |
12.07.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 891'131 CHF | 373'805 CHF | 97.68% | 97.68% |
11.07.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 879'156 CHF | 368'815 CHF | 95.50% | 95.50% |
10.07.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 876'566 CHF | 367'736 CHF | 94.66% | 94.66% |
09.07.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 864'658 CHF | 362'774 CHF | 96.83% | 96.83% |
08.07.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 893'764 CHF | 374'902 CHF | 94.18% | 94.18% |
05.07.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 887'109 CHF | 372'129 CHF | 92.33% | 92.33% |
04.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 878'609 CHF | 368'587 CHF | 87.60% | 87.60% |
03.07.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 861'307 CHF | 361'378 CHF | 94.42% | 94.42% |
02.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 845'804 CHF | 354'918 CHF | 95.72% | 95.72% |