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 | 0.67% | 1.50 CHF | 1.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 666'755 CHF | 223'752 CHF | 98.28% | 98.28% |
12.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 625'977 CHF | 210'159 CHF | 95.40% | 95.40% |
11.07.2024 | 0.69% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 646'032 CHF | 216'844 CHF | 98.56% | 98.56% |
10.07.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 663'321 CHF | 222'607 CHF | 98.44% | 98.44% |
09.07.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 661'534 CHF | 222'011 CHF | 98.67% | 98.67% |
08.07.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 653'625 CHF | 219'375 CHF | 96.52% | 96.52% |
05.07.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 647'656 CHF | 217'385 CHF | 95.66% | 95.66% |
04.07.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 671'352 CHF | 225'284 CHF | 95.23% | 95.23% |
03.07.2024 | 0.64% | 1.51 CHF | 1.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 697'642 CHF | 234'047 CHF | 98.22% | 98.22% |
02.07.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 691'537 CHF | 232'012 CHF | 98.19% | 98.19% |