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 | 0.60% | 1.68 CHF | 1.69 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 376'935 CHF | 126'395 CHF | 96.69% | 96.69% |
12.07.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 225'000 | 75'000 | 230'640 | 76'880 | 381'385 CHF | 127'897 CHF | 98.81% | 98.81% |
11.07.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 225'000 | 75'000 | 244'234 | 81'411 | 404'613 CHF | 135'685 CHF | 99.20% | 99.20% |
10.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 481'903 CHF | 161'634 CHF | 96.54% | 96.54% |
09.07.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 478'370 CHF | 160'457 CHF | 98.01% | 98.01% |
08.07.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 459'219 CHF | 154'073 CHF | 98.83% | 98.83% |
05.07.2024 | 0.70% | 1.38 CHF | 1.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 430'030 CHF | 144'343 CHF | 94.94% | 94.94% |
04.07.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 432'887 CHF | 145'296 CHF | 98.65% | 98.65% |
03.07.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 426'317 CHF | 143'106 CHF | 99.11% | 99.11% |
02.07.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 432'297 CHF | 145'099 CHF | 98.63% | 98.63% |