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% | 1.55 CHF | 1.56 CHF | 300'000 | 100'000 | 233'436 | 77'812 | 402'201 CHF | 134'845 CHF | 99.49% | 99.49% |
12.07.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 389'331 CHF | 130'527 CHF | 97.24% | 97.24% |
11.07.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 427'054 CHF | 143'351 CHF | 96.24% | 96.24% |
10.07.2024 | 0.63% | 1.38 CHF | 1.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 471'967 CHF | 158'322 CHF | 99.59% | 99.59% |
09.07.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 480'029 CHF | 161'010 CHF | 99.50% | 99.50% |
08.07.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 470'530 CHF | 157'843 CHF | 99.57% | 99.57% |
05.07.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 473'979 CHF | 158'993 CHF | 99.20% | 99.20% |
04.07.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 477'562 CHF | 160'187 CHF | 99.58% | 99.58% |
03.07.2024 | 0.64% | 1.65 CHF | 1.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 468'826 CHF | 157'275 CHF | 99.44% | 99.44% |
02.07.2024 | 0.65% | 1.47 CHF | 1.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 463'370 CHF | 155'457 CHF | 99.55% | 99.55% |