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 | 0.77% | 1.29 CHF | 1.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 581'869 CHF | 195'456 CHF | 98.48% | 98.48% |
12.07.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 581'712 CHF | 195'404 CHF | 99.06% | 99.06% |
11.07.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 590'311 CHF | 198'270 CHF | 97.31% | 97.31% |
10.07.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 600'565 CHF | 201'688 CHF | 98.93% | 98.93% |
09.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 604'626 CHF | 203'042 CHF | 99.10% | 99.10% |
08.07.2024 | 0.79% | 1.30 CHF | 1.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 570'029 CHF | 191'510 CHF | 98.79% | 98.79% |
05.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 578'740 CHF | 194'413 CHF | 99.02% | 99.02% |
04.07.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 576'837 CHF | 193'779 CHF | 99.41% | 99.41% |
03.07.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 597'818 CHF | 200'773 CHF | 99.41% | 99.41% |
02.07.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 622'448 CHF | 208'983 CHF | 98.86% | 98.86% |