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% | 1.59 CHF | 1.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 952'430 CHF | 319'477 CHF | 99.27% | 99.27% |
12.07.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 919'065 CHF | 308'355 CHF | 99.27% | 99.27% |
11.07.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 951'474 CHF | 319'158 CHF | 99.27% | 99.27% |
10.07.2024 | 0.65% | 1.58 CHF | 1.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 921'586 CHF | 309'195 CHF | 99.27% | 99.27% |
09.07.2024 | 0.62% | 1.58 CHF | 1.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 966'723 CHF | 324'241 CHF | 99.27% | 99.27% |
08.07.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 942'297 CHF | 316'099 CHF | 99.21% | 99.21% |
05.07.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 947'117 CHF | 317'706 CHF | 99.26% | 99.26% |
04.07.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 927'615 CHF | 311'205 CHF | 99.27% | 99.27% |
03.07.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 929'041 CHF | 311'680 CHF | 99.27% | 99.27% |
02.07.2024 | 0.67% | 1.53 CHF | 1.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 897'860 CHF | 301'287 CHF | 99.26% | 99.26% |