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 | 0.69% | 1.50 CHF | 1.51 CHF | 300'000 | 100'000 | 299'995 | 100'000 | 433'358 CHF | 145'455 CHF | 98.95% | 98.95% |
12.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 436'973 CHF | 146'658 CHF | 99.26% | 99.26% |
11.07.2024 | 0.63% | 1.49 CHF | 1.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 478'653 CHF | 160'551 CHF | 98.90% | 98.90% |
10.07.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 474'739 CHF | 159'246 CHF | 99.30% | 99.30% |
09.07.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 475'671 CHF | 159'557 CHF | 97.95% | 97.95% |
08.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 476'130 CHF | 159'710 CHF | 99.31% | 99.31% |
05.07.2024 | 0.66% | 1.59 CHF | 1.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 452'411 CHF | 151'804 CHF | 99.25% | 99.25% |
04.07.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 445'020 CHF | 149'340 CHF | 99.56% | 99.56% |
03.07.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 438'745 CHF | 147'248 CHF | 99.45% | 99.45% |
02.07.2024 | 0.72% | 1.42 CHF | 1.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 417'646 CHF | 140'215 CHF | 99.49% | 99.49% |