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 | 0.55% | 1.83 CHF | 1.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'092'760 CHF | 366'254 CHF | 99.27% | 99.27% |
12.07.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'057'940 CHF | 354'648 CHF | 99.27% | 99.27% |
11.07.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'092'130 CHF | 366'044 CHF | 99.26% | 99.26% |
10.07.2024 | 0.56% | 1.82 CHF | 1.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'061'910 CHF | 355'970 CHF | 99.27% | 99.27% |
09.07.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'108'770 CHF | 371'589 CHF | 99.27% | 99.27% |
08.07.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'083'820 CHF | 363'274 CHF | 99.22% | 99.22% |
05.07.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'088'440 CHF | 364'814 CHF | 99.27% | 99.27% |
04.07.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'068'740 CHF | 358'247 CHF | 99.27% | 99.27% |
03.07.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'070'090 CHF | 358'695 CHF | 99.27% | 99.27% |
02.07.2024 | 0.58% | 1.77 CHF | 1.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'038'090 CHF | 348'030 CHF | 99.26% | 99.26% |