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% | 1.32 CHF | 1.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 408'934 CHF | 137'311 CHF | 99.39% | 99.39% |
12.07.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 410'465 CHF | 137'822 CHF | 98.66% | 98.66% |
11.07.2024 | 0.70% | 1.38 CHF | 1.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 429'256 CHF | 144'085 CHF | 92.48% | 92.48% |
10.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 442'812 CHF | 148'604 CHF | 98.66% | 98.66% |
09.07.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 447'804 CHF | 150'268 CHF | 99.28% | 99.28% |
08.07.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 435'444 CHF | 146'148 CHF | 99.40% | 99.40% |
05.07.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 462'447 CHF | 155'149 CHF | 99.38% | 99.38% |
04.07.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 462'055 CHF | 155'018 CHF | 99.41% | 99.41% |
03.07.2024 | 0.68% | 1.52 CHF | 1.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 440'721 CHF | 147'907 CHF | 99.04% | 99.04% |
02.07.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 438'585 CHF | 147'195 CHF | 99.14% | 99.14% |