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 | 0.54% | 1.88 CHF | 1.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 371'438 CHF | 373'438 CHF | 99.54% | 99.54% |
12.07.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 373'362 CHF | 375'362 CHF | 90.65% | 90.65% |
11.07.2024 | 0.56% | 1.85 CHF | 1.86 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 358'665 CHF | 360'665 CHF | 99.25% | 99.25% |
10.07.2024 | 0.57% | 1.83 CHF | 1.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 352'858 CHF | 354'858 CHF | 99.52% | 99.52% |
09.07.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 347'544 CHF | 349'544 CHF | 93.98% | 93.98% |
08.07.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 394'093 CHF | 396'093 CHF | 99.57% | 99.57% |
05.07.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 401'818 CHF | 403'818 CHF | 98.49% | 98.49% |
04.07.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 399'862 CHF | 401'862 CHF | 98.68% | 98.68% |
03.07.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 390'526 CHF | 392'526 CHF | 99.48% | 99.48% |
02.07.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 371'865 CHF | 373'865 CHF | 99.53% | 99.53% |