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 | 0.53% | 1.90 CHF | 1.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 851'521 CHF | 285'340 CHF | 99.16% | 99.16% |
12.07.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 857'985 CHF | 287'495 CHF | 99.24% | 99.24% |
11.07.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 852'737 CHF | 285'746 CHF | 99.23% | 99.23% |
10.07.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 851'281 CHF | 285'260 CHF | 99.24% | 99.24% |
09.07.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 850'960 CHF | 285'153 CHF | 99.24% | 99.24% |
08.07.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 857'215 CHF | 287'238 CHF | 99.23% | 99.23% |
05.07.2024 | 0.50% | 1.95 CHF | 1.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 897'238 CHF | 300'579 CHF | 99.23% | 99.23% |
04.07.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 905'574 CHF | 303'358 CHF | 99.23% | 99.23% |
03.07.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 879'032 CHF | 294'511 CHF | 99.23% | 99.23% |
02.07.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 893'368 CHF | 299'289 CHF | 99.23% | 99.23% |