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% | 1.62 CHF | 1.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 321'026 CHF | 323'026 CHF | 99.52% | 99.52% |
12.07.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 323'009 CHF | 325'009 CHF | 90.64% | 90.64% |
11.07.2024 | 0.65% | 1.59 CHF | 1.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 308'401 CHF | 310'401 CHF | 99.34% | 99.34% |
10.07.2024 | 0.66% | 1.58 CHF | 1.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 302'685 CHF | 304'685 CHF | 99.52% | 99.52% |
09.07.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 297'399 CHF | 299'399 CHF | 93.98% | 93.98% |
08.07.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 343'996 CHF | 345'996 CHF | 99.57% | 99.57% |
05.07.2024 | 0.57% | 1.71 CHF | 1.72 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 351'664 CHF | 353'664 CHF | 98.48% | 98.48% |
04.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 349'723 CHF | 351'723 CHF | 98.68% | 98.68% |
03.07.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 340'402 CHF | 342'402 CHF | 99.48% | 99.48% |
02.07.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 321'894 CHF | 323'894 CHF | 99.54% | 99.54% |