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 | 0.78% | 1.30 CHF | 1.31 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 640'875 CHF | 645'875 CHF | 99.51% | 99.51% |
12.07.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 646'018 CHF | 651'018 CHF | 90.65% | 90.65% |
11.07.2024 | 0.82% | 1.27 CHF | 1.28 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 609'742 CHF | 614'742 CHF | 99.29% | 99.29% |
10.07.2024 | 0.84% | 1.25 CHF | 1.26 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 595'747 CHF | 600'747 CHF | 99.52% | 99.52% |
09.07.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 582'622 CHF | 587'622 CHF | 93.98% | 93.98% |
08.07.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 699'257 CHF | 704'257 CHF | 99.56% | 99.56% |
05.07.2024 | 0.69% | 1.39 CHF | 1.40 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 718'243 CHF | 723'243 CHF | 98.45% | 98.45% |
04.07.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 713'432 CHF | 718'432 CHF | 98.68% | 98.68% |
03.07.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 690'207 CHF | 695'207 CHF | 99.48% | 99.48% |
02.07.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 644'374 CHF | 649'374 CHF | 99.55% | 99.55% |