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 | 0.63% | 1.58 CHF | 1.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 953'708 CHF | 319'903 CHF | 92.97% | 92.97% |
12.07.2024 | 0.66% | 1.55 CHF | 1.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 905'262 CHF | 303'754 CHF | 94.13% | 94.13% |
11.07.2024 | 0.71% | 1.45 CHF | 1.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 842'024 CHF | 282'675 CHF | 91.29% | 91.29% |
10.07.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 798'898 CHF | 268'299 CHF | 87.23% | 87.23% |
09.07.2024 | 0.76% | 1.28 CHF | 1.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 783'867 CHF | 263'289 CHF | 85.57% | 85.57% |
08.07.2024 | 0.73% | 1.33 CHF | 1.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 814'745 CHF | 273'582 CHF | 85.26% | 85.26% |
05.07.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 823'682 CHF | 276'561 CHF | 90.44% | 90.44% |
04.07.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 783'361 CHF | 263'120 CHF | 78.08% | 78.08% |
03.07.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 785'434 CHF | 263'811 CHF | 92.35% | 92.35% |
02.07.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 742'381 CHF | 249'460 CHF | 96.41% | 96.41% |