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 | 0.69% | 1.39 CHF | 1.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 430'374 CHF | 144'458 CHF | 99.19% | 99.19% |
12.07.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 442'728 CHF | 148'576 CHF | 99.27% | 99.27% |
11.07.2024 | 0.67% | 1.45 CHF | 1.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 444'265 CHF | 149'088 CHF | 99.23% | 99.23% |
10.07.2024 | 0.71% | 1.44 CHF | 1.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 419'593 CHF | 140'864 CHF | 99.24% | 99.24% |
09.07.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 409'927 CHF | 137'642 CHF | 99.23% | 99.23% |
08.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 414'996 CHF | 139'332 CHF | 99.24% | 99.24% |
05.07.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 396'549 CHF | 133'183 CHF | 99.23% | 99.23% |
04.07.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 390'034 CHF | 131'011 CHF | 99.23% | 99.23% |
03.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 386'550 CHF | 129'850 CHF | 99.23% | 99.23% |
02.07.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 393'961 CHF | 132'320 CHF | 99.24% | 99.24% |