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 | 847'420 CHF | 283'973 CHF | 98.28% | 98.28% |
12.07.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 806'412 CHF | 270'304 CHF | 95.42% | 95.42% |
11.07.2024 | 0.54% | 1.78 CHF | 1.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 826'216 CHF | 276'905 CHF | 98.55% | 98.55% |
10.07.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 843'125 CHF | 282'542 CHF | 98.44% | 98.44% |
09.07.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 841'306 CHF | 281'935 CHF | 98.66% | 98.66% |
08.07.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 833'199 CHF | 279'233 CHF | 96.52% | 96.52% |
05.07.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 827'639 CHF | 277'380 CHF | 95.66% | 95.66% |
04.07.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 851'381 CHF | 285'294 CHF | 95.25% | 95.25% |
03.07.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 877'493 CHF | 293'998 CHF | 98.22% | 98.22% |
02.07.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 870'938 CHF | 291'813 CHF | 98.18% | 98.18% |