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 | 0.58% | 1.54 CHF | 1.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 343'036 CHF | 345'036 CHF | 99.08% | 99.08% |
12.07.2024 | 0.56% | 1.74 CHF | 1.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 358'091 CHF | 360'091 CHF | 98.47% | 98.47% |
11.07.2024 | 0.53% | 1.70 CHF | 1.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 375'725 CHF | 377'725 CHF | 99.25% | 99.25% |
10.07.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 395'011 CHF | 397'011 CHF | 94.89% | 94.89% |
09.07.2024 | 0.47% | 2.19 CHF | 2.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 422'469 CHF | 424'469 CHF | 99.45% | 99.45% |
08.07.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 408'844 CHF | 410'844 CHF | 99.81% | 99.81% |
05.07.2024 | 0.49% | 1.92 CHF | 1.93 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 406'779 CHF | 408'779 CHF | 99.75% | 99.75% |
04.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 417'450 CHF | 419'450 CHF | 99.81% | 99.81% |
03.07.2024 | 0.47% | 2.05 CHF | 2.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 425'399 CHF | 427'399 CHF | 99.11% | 99.11% |
02.07.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 457'935 CHF | 459'935 CHF | 99.81% | 99.81% |