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 | 0.53% | 1.88 CHF | 1.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 848'568 CHF | 284'356 CHF | 99.16% | 99.16% |
12.07.2024 | 0.56% | 1.87 CHF | 1.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 800'854 CHF | 268'451 CHF | 99.19% | 99.19% |
11.07.2024 | 0.51% | 1.83 CHF | 1.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 584'115 CHF | 195'705 CHF | 99.11% | 99.11% |
10.07.2024 | 0.54% | 1.92 CHF | 1.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 555'823 CHF | 186'274 CHF | 99.24% | 99.24% |
09.07.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 550'842 CHF | 184'614 CHF | 99.23% | 99.23% |
08.07.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 545'454 CHF | 182'818 CHF | 99.20% | 99.20% |
05.07.2024 | 0.51% | 1.80 CHF | 1.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 584'031 CHF | 195'677 CHF | 99.06% | 99.06% |
04.07.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 598'688 CHF | 200'563 CHF | 99.37% | 99.37% |
03.07.2024 | 0.53% | 1.93 CHF | 1.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 560'899 CHF | 187'966 CHF | 99.03% | 99.03% |
02.07.2024 | 0.56% | 1.82 CHF | 1.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 536'851 CHF | 179'950 CHF | 99.03% | 99.03% |