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 | 0.72% | 1.36 CHF | 1.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 834'611 CHF | 280'204 CHF | 99.27% | 99.27% |
12.07.2024 | 0.75% | 1.38 CHF | 1.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 792'981 CHF | 266'327 CHF | 99.27% | 99.27% |
11.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 771'444 CHF | 259'148 CHF | 99.26% | 99.26% |
10.07.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 743'986 CHF | 249'995 CHF | 99.27% | 99.27% |
09.07.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 734'597 CHF | 246'866 CHF | 99.27% | 99.27% |
08.07.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 727'959 CHF | 244'653 CHF | 99.24% | 99.24% |
05.07.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 744'806 CHF | 250'268 CHF | 99.27% | 99.27% |
04.07.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 709'165 CHF | 238'388 CHF | 99.27% | 99.27% |
03.07.2024 | 0.92% | 1.12 CHF | 1.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 648'788 CHF | 218'263 CHF | 99.27% | 99.27% |
02.07.2024 | 0.98% | 1.07 CHF | 1.08 CHF | 600'000 | 200'000 | 599'993 | 199'998 | 607'653 CHF | 204'551 CHF | 99.27% | 99.27% |