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 | 0.73% | 1.40 CHF | 1.41 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 615'173 CHF | 137'705 CHF | 99.17% | 99.17% |
12.07.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 612'237 CHF | 137'053 CHF | 99.17% | 99.17% |
11.07.2024 | 0.72% | 1.34 CHF | 1.35 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 625'641 CHF | 140'031 CHF | 99.16% | 99.16% |
10.07.2024 | 0.67% | 1.45 CHF | 1.46 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 669'929 CHF | 149'873 CHF | 99.16% | 99.16% |
09.07.2024 | 0.69% | 1.50 CHF | 1.51 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 647'396 CHF | 144'866 CHF | 99.17% | 99.17% |
08.07.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 683'531 CHF | 152'896 CHF | 99.15% | 99.15% |
05.07.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 684'813 CHF | 153'181 CHF | 99.16% | 99.16% |
04.07.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 697'123 CHF | 155'916 CHF | 99.17% | 99.17% |
03.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 707'355 CHF | 158'190 CHF | 99.17% | 99.17% |
02.07.2024 | 0.57% | 1.70 CHF | 1.71 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 784'754 CHF | 175'390 CHF | 99.16% | 99.16% |