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 | 0.59% | 1.68 CHF | 1.69 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 850'093 CHF | 171'019 CHF | 99.27% | 99.27% |
12.07.2024 | 0.61% | 1.70 CHF | 1.71 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 823'549 CHF | 165'710 CHF | 99.27% | 99.27% |
11.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 807'353 CHF | 162'471 CHF | 99.26% | 99.26% |
10.07.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 788'940 CHF | 158'788 CHF | 99.27% | 99.27% |
09.07.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 782'544 CHF | 157'509 CHF | 99.27% | 99.27% |
08.07.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 778'254 CHF | 156'651 CHF | 99.25% | 99.25% |
05.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 788'780 CHF | 158'756 CHF | 99.27% | 99.27% |
04.07.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 764'936 CHF | 153'987 CHF | 99.27% | 99.27% |
03.07.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 723'797 CHF | 145'759 CHF | 99.27% | 99.27% |
02.07.2024 | 0.72% | 1.44 CHF | 1.45 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 694'739 CHF | 139'948 CHF | 99.27% | 99.27% |