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 | 200'000 | 200'000 | 200'000 | 200'000 | 291'050 CHF | 293'050 CHF | 99.52% | 99.52% |
12.07.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 293'066 CHF | 295'066 CHF | 90.64% | 90.64% |
11.07.2024 | 0.72% | 1.44 CHF | 1.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 278'505 CHF | 280'505 CHF | 99.38% | 99.38% |
10.07.2024 | 0.73% | 1.43 CHF | 1.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 272'849 CHF | 274'849 CHF | 99.52% | 99.52% |
09.07.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 267'578 CHF | 269'578 CHF | 93.98% | 93.98% |
08.07.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 314'202 CHF | 316'202 CHF | 99.57% | 99.57% |
05.07.2024 | 0.62% | 1.56 CHF | 1.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 321'839 CHF | 323'839 CHF | 98.48% | 98.48% |
04.07.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 319'905 CHF | 321'905 CHF | 98.67% | 98.67% |
03.07.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 310'601 CHF | 312'601 CHF | 99.48% | 99.48% |
02.07.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 292'172 CHF | 294'172 CHF | 99.51% | 99.51% |