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% | 1.43 CHF | 1.44 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 369'935 CHF | 372'535 CHF | 99.99% | 99.99% |
12.07.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 394'383 CHF | 396'983 CHF | 100.00% | 100.00% |
11.07.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 378'573 CHF | 381'173 CHF | 99.96% | 99.96% |
10.07.2024 | 0.71% | 1.46 CHF | 1.47 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 363'020 CHF | 365'620 CHF | 100.00% | 100.00% |
09.07.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 260'000 | 260'000 | 259'120 | 259'120 | 376'263 CHF | 378'863 CHF | 99.99% | 99.99% |
08.07.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 260'000 | 260'000 | 259'539 | 259'539 | 387'885 CHF | 390'485 CHF | 99.99% | 99.99% |
05.07.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 421'775 CHF | 424'375 CHF | 100.00% | 100.00% |
04.07.2024 | 0.63% | 1.63 CHF | 1.64 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 411'506 CHF | 414'106 CHF | 100.00% | 100.00% |
03.07.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 401'577 CHF | 404'177 CHF | 100.00% | 100.00% |
02.07.2024 | 0.62% | 1.57 CHF | 1.58 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 418'044 CHF | 420'644 CHF | 99.99% | 99.99% |