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 | 0.52% | 1.88 CHF | 1.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 577'611 CHF | 193'537 CHF | 99.19% | 99.19% |
12.07.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 589'837 CHF | 197'612 CHF | 99.27% | 99.27% |
11.07.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 591'196 CHF | 198'065 CHF | 99.23% | 99.23% |
10.07.2024 | 0.53% | 1.93 CHF | 1.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 566'285 CHF | 189'762 CHF | 99.23% | 99.23% |
09.07.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 556'519 CHF | 186'506 CHF | 99.23% | 99.23% |
08.07.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 561'283 CHF | 188'094 CHF | 99.24% | 99.24% |
05.07.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 543'144 CHF | 182'048 CHF | 99.23% | 99.23% |
04.07.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 536'412 CHF | 179'804 CHF | 99.23% | 99.23% |
03.07.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 532'862 CHF | 178'621 CHF | 99.23% | 99.23% |
02.07.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 540'058 CHF | 181'019 CHF | 99.24% | 99.24% |