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 | 0.52% | 1.92 CHF | 1.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 870'169 CHF | 291'556 CHF | 98.53% | 98.53% |
12.07.2024 | 0.53% | 1.99 CHF | 2.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 850'018 CHF | 284'839 CHF | 98.77% | 98.77% |
11.07.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 814'276 CHF | 272'925 CHF | 98.61% | 98.61% |
10.07.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 787'229 CHF | 263'910 CHF | 98.83% | 98.83% |
09.07.2024 | 0.57% | 1.70 CHF | 1.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 787'449 CHF | 263'983 CHF | 98.75% | 98.75% |
08.07.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 819'937 CHF | 274'812 CHF | 98.75% | 98.75% |
05.07.2024 | 0.54% | 1.81 CHF | 1.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 835'555 CHF | 280'018 CHF | 98.76% | 98.76% |
04.07.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 813'832 CHF | 272'777 CHF | 98.70% | 98.70% |
03.07.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 801'203 CHF | 268'568 CHF | 98.82% | 98.82% |
02.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 789'735 CHF | 264'745 CHF | 98.80% | 98.80% |