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 | 0.68% | 1.48 CHF | 1.49 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 729'818 CHF | 734'818 CHF | 99.51% | 99.51% |
12.07.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 734'856 CHF | 739'856 CHF | 90.65% | 90.65% |
11.07.2024 | 0.71% | 1.45 CHF | 1.46 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 698'413 CHF | 703'413 CHF | 99.33% | 99.33% |
10.07.2024 | 0.73% | 1.43 CHF | 1.44 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 684'263 CHF | 689'263 CHF | 99.52% | 99.52% |
09.07.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 671'083 CHF | 676'083 CHF | 93.98% | 93.98% |
08.07.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 787'631 CHF | 792'631 CHF | 99.58% | 99.58% |
05.07.2024 | 0.62% | 1.57 CHF | 1.58 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 806'717 CHF | 811'717 CHF | 98.51% | 98.51% |
04.07.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 801'888 CHF | 806'888 CHF | 98.68% | 98.68% |
03.07.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 778'619 CHF | 783'619 CHF | 99.48% | 99.48% |
02.07.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 732'536 CHF | 737'536 CHF | 99.53% | 99.53% |