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 | 0.60% | 1.66 CHF | 1.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'000'180 CHF | 335'394 CHF | 98.69% | 98.69% |
12.07.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 977'984 CHF | 327'995 CHF | 98.81% | 98.81% |
11.07.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 993'608 CHF | 333'203 CHF | 98.82% | 98.82% |
10.07.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 989'361 CHF | 331'787 CHF | 98.73% | 98.73% |
09.07.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 987'646 CHF | 331'215 CHF | 98.78% | 98.78% |
08.07.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 972'483 CHF | 326'161 CHF | 98.74% | 98.74% |
05.07.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 933'069 CHF | 313'023 CHF | 98.78% | 98.78% |
04.07.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 933'730 CHF | 313'243 CHF | 98.75% | 98.75% |
03.07.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 921'168 CHF | 309'056 CHF | 98.82% | 98.82% |
02.07.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 977'030 CHF | 327'677 CHF | 98.72% | 98.72% |