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% | 1.72 CHF | 1.73 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 760'109 CHF | 169'913 CHF | 99.17% | 99.17% |
12.07.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 757'216 CHF | 169'270 CHF | 99.17% | 99.17% |
11.07.2024 | 0.58% | 1.66 CHF | 1.67 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 771'079 CHF | 172'351 CHF | 99.16% | 99.16% |
10.07.2024 | 0.55% | 1.78 CHF | 1.79 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 814'894 CHF | 182'087 CHF | 99.16% | 99.16% |
09.07.2024 | 0.57% | 1.82 CHF | 1.83 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 793'089 CHF | 177'242 CHF | 99.17% | 99.17% |
08.07.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 828'310 CHF | 185'069 CHF | 99.15% | 99.15% |
05.07.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 830'452 CHF | 185'545 CHF | 99.16% | 99.16% |
04.07.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 842'643 CHF | 188'254 CHF | 99.17% | 99.17% |
03.07.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 852'419 CHF | 190'426 CHF | 99.16% | 99.16% |
02.07.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 930'094 CHF | 207'687 CHF | 99.17% | 99.17% |