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 | 0.66% | 1.52 CHF | 1.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 453'050 CHF | 152'017 CHF | 99.27% | 99.27% |
12.07.2024 | 0.69% | 1.52 CHF | 1.53 CHF | 300'000 | 100'000 | 316'192 | 105'397 | 455'896 CHF | 153'019 CHF | 99.27% | 99.27% |
11.07.2024 | 0.72% | 1.43 CHF | 1.44 CHF | 300'000 | 100'000 | 396'059 | 132'020 | 548'508 CHF | 184'156 CHF | 99.27% | 99.27% |
10.07.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 605'055 CHF | 203'185 CHF | 99.27% | 99.27% |
09.07.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 604'485 CHF | 202'995 CHF | 99.27% | 99.27% |
08.07.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 629'132 CHF | 211'211 CHF | 99.21% | 99.21% |
05.07.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 625'104 CHF | 209'868 CHF | 99.26% | 99.26% |
04.07.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 600'590 CHF | 201'697 CHF | 99.27% | 99.27% |
03.07.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 564'436 CHF | 189'645 CHF | 99.27% | 99.27% |
02.07.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 491'865 CHF | 165'455 CHF | 99.27% | 99.27% |