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 | 0.75% | 1.45 CHF | 1.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 794'397 CHF | 266'799 CHF | 98.88% | 98.88% |
12.07.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 694'560 CHF | 233'520 CHF | 99.02% | 99.02% |
11.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 734'481 CHF | 246'827 CHF | 98.52% | 98.52% |
10.07.2024 | 0.81% | 1.17 CHF | 1.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 737'221 CHF | 247'740 CHF | 99.07% | 99.07% |
09.07.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 744'470 CHF | 250'157 CHF | 98.87% | 98.87% |
08.07.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 752'066 CHF | 252'689 CHF | 99.03% | 99.03% |
05.07.2024 | 0.88% | 1.20 CHF | 1.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 676'483 CHF | 227'494 CHF | 98.72% | 98.72% |
04.07.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 718'120 CHF | 241'373 CHF | 99.38% | 99.38% |
03.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 758'971 CHF | 254'990 CHF | 99.14% | 99.14% |
02.07.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 803'482 CHF | 269'827 CHF | 98.96% | 98.96% |