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 | 0.70% | 1.41 CHF | 1.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 850'913 CHF | 285'638 CHF | 98.68% | 98.68% |
12.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 828'761 CHF | 278'254 CHF | 98.81% | 98.81% |
11.07.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 844'417 CHF | 283'472 CHF | 98.81% | 98.81% |
10.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 840'649 CHF | 282'216 CHF | 98.76% | 98.76% |
09.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 838'984 CHF | 281'661 CHF | 98.76% | 98.76% |
08.07.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 824'077 CHF | 276'692 CHF | 98.73% | 98.73% |
05.07.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 784'398 CHF | 263'466 CHF | 98.77% | 98.77% |
04.07.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 784'928 CHF | 263'642 CHF | 98.74% | 98.74% |
03.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 772'354 CHF | 259'451 CHF | 98.83% | 98.83% |
02.07.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 828'715 CHF | 278'238 CHF | 98.71% | 98.71% |