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 | 0.66% | 1.52 CHF | 1.53 CHF | 225'000 | 75'000 | 227'232 | 75'744 | 345'712 CHF | 115'995 CHF | 99.38% | 99.38% |
12.07.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 225'000 | 75'000 | 232'447 | 77'482 | 356'777 CHF | 119'700 CHF | 99.11% | 99.11% |
11.07.2024 | 0.59% | 1.56 CHF | 1.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 503'755 CHF | 168'918 CHF | 98.56% | 98.56% |
10.07.2024 | 0.59% | 1.64 CHF | 1.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 507'235 CHF | 170'078 CHF | 99.40% | 99.40% |
09.07.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 507'964 CHF | 170'321 CHF | 98.64% | 98.64% |
08.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 509'725 CHF | 170'908 CHF | 99.39% | 99.39% |
05.07.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 499'885 CHF | 167'628 CHF | 99.48% | 99.48% |
04.07.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 499'575 CHF | 167'525 CHF | 99.57% | 99.57% |
03.07.2024 | 0.58% | 1.65 CHF | 1.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 517'062 CHF | 173'354 CHF | 99.34% | 99.34% |
02.07.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 490'153 CHF | 164'384 CHF | 99.19% | 99.19% |