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 | 0.58% | 1.76 CHF | 1.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 511'790 CHF | 171'597 CHF | 99.19% | 99.19% |
12.07.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 499'405 CHF | 167'468 CHF | 99.27% | 99.27% |
11.07.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 497'384 CHF | 166'795 CHF | 99.23% | 99.23% |
10.07.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 519'953 CHF | 174'318 CHF | 99.24% | 99.24% |
09.07.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 529'836 CHF | 177'612 CHF | 99.24% | 99.24% |
08.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 523'998 CHF | 175'666 CHF | 99.23% | 99.23% |
05.07.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 544'896 CHF | 182'632 CHF | 99.23% | 99.23% |
04.07.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 551'635 CHF | 184'878 CHF | 99.23% | 99.23% |
03.07.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 554'447 CHF | 185'816 CHF | 99.23% | 99.23% |
02.07.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 544'501 CHF | 182'500 CHF | 99.24% | 99.24% |