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 | 0.67% | 1.55 CHF | 1.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 444'672 CHF | 149'224 CHF | 98.92% | 98.92% |
12.07.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 446'978 CHF | 149'993 CHF | 99.12% | 99.12% |
11.07.2024 | 0.61% | 1.52 CHF | 1.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 493'467 CHF | 165'489 CHF | 99.11% | 99.11% |
10.07.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 488'814 CHF | 163'938 CHF | 99.27% | 99.27% |
09.07.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 488'076 CHF | 163'692 CHF | 97.95% | 97.95% |
08.07.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 489'081 CHF | 164'027 CHF | 99.31% | 99.31% |
05.07.2024 | 0.65% | 1.64 CHF | 1.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 462'949 CHF | 155'316 CHF | 99.32% | 99.32% |
04.07.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 454'266 CHF | 152'422 CHF | 99.56% | 99.56% |
03.07.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 447'909 CHF | 150'303 CHF | 99.52% | 99.52% |
02.07.2024 | 0.71% | 1.44 CHF | 1.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 422'939 CHF | 141'980 CHF | 99.45% | 99.45% |