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 | 0.56% | 1.75 CHF | 1.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'059'180 CHF | 355'058 CHF | 92.97% | 92.97% |
12.07.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'011'240 CHF | 339'080 CHF | 94.13% | 94.13% |
11.07.2024 | 0.63% | 1.63 CHF | 1.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 947'657 CHF | 317'886 CHF | 91.28% | 91.28% |
10.07.2024 | 0.66% | 1.55 CHF | 1.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 904'440 CHF | 303'480 CHF | 87.23% | 87.23% |
09.07.2024 | 0.67% | 1.45 CHF | 1.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 888'976 CHF | 298'325 CHF | 85.56% | 85.56% |
08.07.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 919'690 CHF | 308'563 CHF | 85.26% | 85.26% |
05.07.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 929'155 CHF | 311'718 CHF | 90.44% | 90.44% |
04.07.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 888'590 CHF | 298'197 CHF | 78.08% | 78.08% |
03.07.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 890'250 CHF | 298'750 CHF | 92.36% | 92.36% |
02.07.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 846'776 CHF | 284'259 CHF | 96.41% | 96.41% |