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 | 0.70% | 1.55 CHF | 1.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 852'657 CHF | 286'219 CHF | 98.60% | 98.60% |
12.07.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 750'962 CHF | 252'321 CHF | 98.99% | 98.99% |
11.07.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 791'373 CHF | 265'791 CHF | 98.42% | 98.42% |
10.07.2024 | 0.75% | 1.27 CHF | 1.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 794'101 CHF | 266'700 CHF | 99.08% | 99.08% |
09.07.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 801'168 CHF | 269'056 CHF | 98.76% | 98.76% |
08.07.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 808'553 CHF | 271'518 CHF | 99.00% | 99.00% |
05.07.2024 | 0.82% | 1.29 CHF | 1.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 731'109 CHF | 245'703 CHF | 98.73% | 98.73% |
04.07.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 773'676 CHF | 259'892 CHF | 99.38% | 99.38% |
03.07.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 816'235 CHF | 274'078 CHF | 99.09% | 99.09% |
02.07.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 860'464 CHF | 288'822 CHF | 99.00% | 99.00% |