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 | 0.81% | 1.24 CHF | 1.25 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 611'099 CHF | 616'099 CHF | 99.53% | 99.53% |
12.07.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 616'267 CHF | 621'267 CHF | 90.65% | 90.65% |
11.07.2024 | 0.86% | 1.21 CHF | 1.22 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 580'029 CHF | 585'029 CHF | 99.44% | 99.44% |
10.07.2024 | 0.88% | 1.20 CHF | 1.21 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 566'101 CHF | 571'101 CHF | 99.52% | 99.52% |
09.07.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 552'986 CHF | 557'986 CHF | 93.98% | 93.98% |
08.07.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 669'650 CHF | 674'650 CHF | 99.53% | 99.53% |
05.07.2024 | 0.72% | 1.33 CHF | 1.34 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 688'614 CHF | 693'614 CHF | 98.47% | 98.47% |
04.07.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 683'796 CHF | 688'796 CHF | 98.68% | 98.68% |
03.07.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 660'578 CHF | 665'578 CHF | 99.48% | 99.48% |
02.07.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 614'841 CHF | 619'841 CHF | 99.53% | 99.53% |