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 | 0.73% | 1.39 CHF | 1.40 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 686'685 CHF | 691'685 CHF | 99.53% | 99.53% |
12.07.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 691'753 CHF | 696'753 CHF | 90.65% | 90.65% |
11.07.2024 | 0.76% | 1.36 CHF | 1.37 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 655'389 CHF | 660'389 CHF | 99.31% | 99.31% |
10.07.2024 | 0.78% | 1.35 CHF | 1.36 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 641'323 CHF | 646'323 CHF | 99.52% | 99.52% |
09.07.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 628'162 CHF | 633'162 CHF | 93.98% | 93.98% |
08.07.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 744'759 CHF | 749'759 CHF | 99.56% | 99.56% |
05.07.2024 | 0.65% | 1.48 CHF | 1.49 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 763'791 CHF | 768'791 CHF | 98.45% | 98.45% |
04.07.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 758'977 CHF | 763'977 CHF | 98.68% | 98.68% |
03.07.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 735'730 CHF | 740'730 CHF | 99.48% | 99.48% |
02.07.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 689'767 CHF | 694'767 CHF | 99.55% | 99.55% |