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 | 0.64% | 1.40 CHF | 1.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 465'160 CHF | 156'053 CHF | 99.49% | 99.49% |
12.07.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 466'808 CHF | 156'603 CHF | 97.22% | 97.22% |
11.07.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 385'905 CHF | 129'635 CHF | 96.23% | 96.23% |
10.07.2024 | 0.70% | 1.25 CHF | 1.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 425'475 CHF | 142'825 CHF | 99.60% | 99.60% |
09.07.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 431'556 CHF | 144'852 CHF | 99.51% | 99.51% |
08.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 423'660 CHF | 142'220 CHF | 99.57% | 99.57% |
05.07.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 428'114 CHF | 143'705 CHF | 99.17% | 99.17% |
04.07.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 431'460 CHF | 144'820 CHF | 99.58% | 99.58% |
03.07.2024 | 0.71% | 1.48 CHF | 1.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 422'924 CHF | 141'975 CHF | 99.35% | 99.35% |
02.07.2024 | 0.71% | 1.33 CHF | 1.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 418'487 CHF | 140'496 CHF | 99.58% | 99.58% |