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 | 0.51% | 1.95 CHF | 1.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 876'330 CHF | 293'610 CHF | 93.41% | 93.41% |
12.07.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 876'019 CHF | 293'506 CHF | 95.34% | 95.34% |
11.07.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 884'676 CHF | 296'392 CHF | 97.77% | 97.77% |
10.07.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 896'646 CHF | 300'382 CHF | 98.60% | 98.60% |
09.07.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 888'882 CHF | 297'794 CHF | 97.45% | 97.45% |
08.07.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 883'427 CHF | 295'976 CHF | 96.10% | 96.10% |
05.07.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 877'214 CHF | 293'905 CHF | 97.97% | 97.97% |
04.07.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 879'177 CHF | 294'559 CHF | 97.65% | 97.65% |
03.07.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 885'749 CHF | 296'750 CHF | 97.40% | 97.40% |
02.07.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 900'346 CHF | 301'615 CHF | 96.84% | 96.84% |