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 | 0.63% | 1.54 CHF | 1.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 473'026 CHF | 158'675 CHF | 99.39% | 99.39% |
12.07.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 475'063 CHF | 159'354 CHF | 98.66% | 98.66% |
11.07.2024 | 0.61% | 1.60 CHF | 1.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 493'045 CHF | 165'348 CHF | 92.51% | 92.51% |
10.07.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 506'870 CHF | 169'957 CHF | 98.65% | 98.65% |
09.07.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 511'885 CHF | 171'628 CHF | 99.28% | 99.28% |
08.07.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 499'469 CHF | 167'490 CHF | 99.39% | 99.39% |
05.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 526'948 CHF | 176'649 CHF | 99.37% | 99.37% |
04.07.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 526'572 CHF | 176'524 CHF | 99.41% | 99.41% |
03.07.2024 | 0.59% | 1.74 CHF | 1.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 505'337 CHF | 169'446 CHF | 99.05% | 99.05% |
02.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 503'409 CHF | 168'803 CHF | 99.13% | 99.13% |