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% | 1.65 CHF | 1.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 897'186 CHF | 301'062 CHF | 58.52% | 98.57% |
12.07.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 809'470 CHF | 271'823 CHF | 98.97% | 98.97% |
11.07.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 850'915 CHF | 285'638 CHF | 98.41% | 98.41% |
10.07.2024 | 0.70% | 1.37 CHF | 1.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 853'572 CHF | 286'524 CHF | 99.05% | 99.05% |
09.07.2024 | 0.69% | 1.41 CHF | 1.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 860'535 CHF | 288'845 CHF | 98.91% | 98.91% |
08.07.2024 | 0.69% | 1.41 CHF | 1.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 867'943 CHF | 291'314 CHF | 99.02% | 99.02% |
05.07.2024 | 0.76% | 1.39 CHF | 1.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 789'136 CHF | 265'045 CHF | 98.70% | 98.70% |
04.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 832'399 CHF | 279'466 CHF | 99.37% | 99.37% |
03.07.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 875'510 CHF | 293'837 CHF | 99.35% | 99.35% |
02.07.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 920'249 CHF | 308'750 CHF | 98.99% | 98.99% |