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 | 0.65% | 1.63 CHF | 1.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 462'209 CHF | 155'070 CHF | 99.02% | 99.02% |
12.07.2024 | 0.69% | 1.51 CHF | 1.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 433'152 CHF | 145'384 CHF | 99.70% | 99.70% |
11.07.2024 | 0.72% | 1.44 CHF | 1.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 412'573 CHF | 138'524 CHF | 98.68% | 98.68% |
10.07.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 397'711 CHF | 133'570 CHF | 98.50% | 98.50% |
09.07.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 411'438 CHF | 138'146 CHF | 99.55% | 99.55% |
08.07.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 412'860 CHF | 138'620 CHF | 96.23% | 96.23% |
05.07.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 424'705 CHF | 142'568 CHF | 99.44% | 99.44% |
04.07.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 433'146 CHF | 145'382 CHF | 99.40% | 99.40% |
03.07.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 414'786 CHF | 139'262 CHF | 99.57% | 99.57% |
02.07.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 416'122 CHF | 139'707 CHF | 99.45% | 99.45% |