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% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 611'452 CHF | 205'317 CHF | 98.73% | 98.73% |
12.07.2024 | 0.75% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 594'799 CHF | 199'766 CHF | 98.82% | 98.82% |
11.07.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 596'278 CHF | 200'259 CHF | 98.84% | 98.84% |
10.07.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 586'147 CHF | 196'882 CHF | 98.75% | 98.75% |
09.07.2024 | 0.76% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 590'032 CHF | 198'177 CHF | 98.78% | 98.78% |
08.07.2024 | 0.73% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 615'200 CHF | 206'567 CHF | 98.81% | 98.81% |
05.07.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 614'576 CHF | 206'359 CHF | 98.73% | 98.73% |
04.07.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 573'007 CHF | 192'502 CHF | 98.75% | 98.75% |
03.07.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 562'939 CHF | 189'146 CHF | 98.82% | 98.82% |
02.07.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 537'659 CHF | 180'720 CHF | 98.70% | 98.70% |