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 | 0.63% | 1.57 CHF | 1.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 712'835 CHF | 239'112 CHF | 98.73% | 98.73% |
12.07.2024 | 0.64% | 1.62 CHF | 1.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 696'084 CHF | 233'528 CHF | 98.81% | 98.81% |
11.07.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 697'283 CHF | 233'928 CHF | 98.84% | 98.84% |
10.07.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 686'722 CHF | 230'407 CHF | 98.75% | 98.75% |
09.07.2024 | 0.65% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 690'918 CHF | 231'806 CHF | 98.78% | 98.78% |
08.07.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 715'848 CHF | 240'116 CHF | 98.81% | 98.81% |
05.07.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 715'682 CHF | 240'061 CHF | 98.74% | 98.74% |
04.07.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 673'419 CHF | 225'973 CHF | 98.78% | 98.78% |
03.07.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 663'518 CHF | 222'673 CHF | 98.82% | 98.82% |
02.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 638'099 CHF | 214'200 CHF | 98.72% | 98.72% |