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 | 0.62% | 1.61 CHF | 1.62 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 797'568 CHF | 802'568 CHF | 99.52% | 99.52% |
12.07.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 802'516 CHF | 807'516 CHF | 90.65% | 90.65% |
11.07.2024 | 0.65% | 1.58 CHF | 1.59 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 765'979 CHF | 770'979 CHF | 99.28% | 99.28% |
10.07.2024 | 0.66% | 1.57 CHF | 1.58 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 751'689 CHF | 756'689 CHF | 99.52% | 99.52% |
09.07.2024 | 0.67% | 1.46 CHF | 1.47 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 738'473 CHF | 743'473 CHF | 93.98% | 93.98% |
08.07.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 854'967 CHF | 859'967 CHF | 99.58% | 99.58% |
05.07.2024 | 0.57% | 1.70 CHF | 1.71 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 874'138 CHF | 879'138 CHF | 98.48% | 98.48% |
04.07.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 869'283 CHF | 874'283 CHF | 98.68% | 98.68% |
03.07.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 845'983 CHF | 850'983 CHF | 99.48% | 99.48% |
02.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 799'694 CHF | 804'694 CHF | 99.55% | 99.55% |