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 | 0.80% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 558'609 CHF | 187'703 CHF | 93.41% | 93.41% |
12.07.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 558'896 CHF | 187'799 CHF | 95.36% | 95.36% |
11.07.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 567'728 CHF | 190'743 CHF | 97.78% | 97.78% |
10.07.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 579'675 CHF | 194'725 CHF | 98.61% | 98.61% |
09.07.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 572'384 CHF | 192'294 CHF | 97.48% | 97.48% |
08.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 567'397 CHF | 190'632 CHF | 96.10% | 96.10% |
05.07.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 560'089 CHF | 188'196 CHF | 97.97% | 97.97% |
04.07.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 562'358 CHF | 188'953 CHF | 97.66% | 97.66% |
03.07.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 569'357 CHF | 191'286 CHF | 97.39% | 97.39% |
02.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 584'652 CHF | 196'384 CHF | 96.85% | 96.85% |