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% | 1.78 CHF | 1.79 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 893'561 CHF | 179'712 CHF | 99.27% | 99.27% |
12.07.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 801'768 CHF | 161'354 CHF | 99.27% | 99.27% |
11.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 809'653 CHF | 162'931 CHF | 99.27% | 99.27% |
10.07.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 822'044 CHF | 165'409 CHF | 99.27% | 99.27% |
09.07.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 813'332 CHF | 163'666 CHF | 99.27% | 99.27% |
08.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 808'448 CHF | 162'690 CHF | 99.25% | 99.25% |
05.07.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 795'268 CHF | 160'054 CHF | 99.27% | 99.27% |
04.07.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 804'458 CHF | 161'892 CHF | 99.27% | 99.27% |
03.07.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 811'714 CHF | 163'343 CHF | 99.27% | 99.27% |
02.07.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 824'392 CHF | 165'878 CHF | 99.27% | 99.27% |