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% | 1.91 CHF | 1.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 571'299 CHF | 191'433 CHF | 99.27% | 99.27% |
12.07.2024 | 0.54% | 1.91 CHF | 1.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 550'846 CHF | 184'615 CHF | 99.27% | 99.27% |
11.07.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 533'381 CHF | 178'794 CHF | 99.27% | 99.27% |
10.07.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 517'516 CHF | 173'505 CHF | 99.27% | 99.27% |
09.07.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 516'504 CHF | 173'168 CHF | 99.27% | 99.27% |
08.07.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 533'667 CHF | 178'889 CHF | 99.21% | 99.21% |
05.07.2024 | 0.56% | 1.74 CHF | 1.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 530'541 CHF | 177'847 CHF | 99.26% | 99.26% |
04.07.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 512'201 CHF | 171'734 CHF | 99.27% | 99.27% |
03.07.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 486'938 CHF | 163'313 CHF | 99.27% | 99.27% |
02.07.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 450'000 | 150'000 | 433'610 | 144'537 | 626'415 CHF | 210'250 CHF | 99.26% | 99.26% |