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 | 0.63% | 1.66 CHF | 1.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 478'630 CHF | 160'543 CHF | 98.90% | 98.90% |
12.07.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 480'778 CHF | 161'260 CHF | 99.30% | 99.30% |
11.07.2024 | 0.57% | 1.64 CHF | 1.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 527'270 CHF | 176'757 CHF | 98.84% | 98.84% |
10.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 523'408 CHF | 175'469 CHF | 99.27% | 99.27% |
09.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 523'345 CHF | 175'448 CHF | 97.98% | 97.98% |
08.07.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 523'993 CHF | 175'664 CHF | 99.43% | 99.43% |
05.07.2024 | 0.60% | 1.75 CHF | 1.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 498'634 CHF | 167'211 CHF | 99.31% | 99.31% |
04.07.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 490'332 CHF | 164'444 CHF | 99.56% | 99.56% |
03.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 484'103 CHF | 162'368 CHF | 99.45% | 99.45% |
02.07.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 458'035 CHF | 153'678 CHF | 99.50% | 99.50% |