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 | 0.67% | 1.47 CHF | 1.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 445'559 CHF | 149'520 CHF | 98.72% | 98.72% |
12.07.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 441'827 CHF | 148'276 CHF | 70.32% | 70.32% |
11.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 437'356 CHF | 146'785 CHF | 98.77% | 98.77% |
10.07.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 427'697 CHF | 143'566 CHF | 97.50% | 97.50% |
09.07.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 424'065 CHF | 142'355 CHF | 98.26% | 98.26% |
08.07.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 417'084 CHF | 140'028 CHF | 98.67% | 98.67% |
05.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 421'443 CHF | 141'481 CHF | 98.27% | 98.27% |
04.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 427'977 CHF | 143'659 CHF | 98.06% | 98.06% |
03.07.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 432'620 CHF | 145'207 CHF | 99.02% | 99.02% |
02.07.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 443'111 CHF | 148'704 CHF | 97.76% | 97.76% |