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 | 0.59% | 1.68 CHF | 1.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 762'869 CHF | 255'790 CHF | 96.89% | 96.89% |
12.07.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 783'573 CHF | 262'691 CHF | 96.49% | 96.49% |
11.07.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 762'653 CHF | 255'718 CHF | 97.48% | 97.48% |
10.07.2024 | 0.62% | 1.67 CHF | 1.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 726'227 CHF | 243'576 CHF | 98.59% | 98.59% |
09.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 715'101 CHF | 239'867 CHF | 98.51% | 98.51% |
08.07.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 713'545 CHF | 239'348 CHF | 95.22% | 95.22% |
05.07.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 728'704 CHF | 244'401 CHF | 95.73% | 95.73% |
04.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 724'510 CHF | 243'003 CHF | 95.22% | 95.22% |
03.07.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 735'617 CHF | 246'706 CHF | 96.83% | 96.83% |
02.07.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 711'780 CHF | 238'760 CHF | 98.20% | 98.20% |