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 | 0.79% | 1.27 CHF | 1.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 757'198 CHF | 254'399 CHF | 99.27% | 99.27% |
12.07.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 721'560 CHF | 242'520 CHF | 99.27% | 99.27% |
11.07.2024 | 0.79% | 1.22 CHF | 1.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 753'274 CHF | 253'091 CHF | 99.26% | 99.26% |
10.07.2024 | 0.83% | 1.25 CHF | 1.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 723'683 CHF | 243'228 CHF | 99.27% | 99.27% |
09.07.2024 | 0.78% | 1.25 CHF | 1.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 767'627 CHF | 257'876 CHF | 99.27% | 99.27% |
08.07.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 744'116 CHF | 250'039 CHF | 99.22% | 99.22% |
05.07.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 748'211 CHF | 251'404 CHF | 99.27% | 99.27% |
04.07.2024 | 0.82% | 1.18 CHF | 1.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 727'974 CHF | 244'658 CHF | 99.27% | 99.27% |
03.07.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 729'624 CHF | 245'208 CHF | 99.27% | 99.27% |
02.07.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 697'253 CHF | 234'418 CHF | 99.27% | 99.27% |