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 | 0.61% | 1.61 CHF | 1.62 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 812'737 CHF | 163'547 CHF | 99.27% | 99.27% |
12.07.2024 | 0.63% | 1.63 CHF | 1.64 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 794'684 CHF | 159'937 CHF | 99.27% | 99.27% |
11.07.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 796'712 CHF | 160'342 CHF | 99.27% | 99.27% |
10.07.2024 | 0.60% | 1.59 CHF | 1.60 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 829'717 CHF | 166'943 CHF | 99.27% | 99.27% |
09.07.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 851'237 CHF | 171'247 CHF | 99.27% | 99.27% |
08.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 841'645 CHF | 169'329 CHF | 99.25% | 99.25% |
05.07.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 854'710 CHF | 171'942 CHF | 99.27% | 99.27% |
04.07.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 871'600 CHF | 175'320 CHF | 99.27% | 99.27% |
03.07.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 873'432 CHF | 175'686 CHF | 99.27% | 99.27% |
02.07.2024 | 0.57% | 1.71 CHF | 1.72 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 870'746 CHF | 175'149 CHF | 99.27% | 99.27% |