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 | 0.83% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 543'278 CHF | 182'593 CHF | 99.14% | 99.14% |
12.07.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 540'140 CHF | 181'547 CHF | 99.22% | 99.22% |
11.07.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 578'269 CHF | 194'256 CHF | 98.08% | 98.08% |
10.07.2024 | 0.76% | 1.28 CHF | 1.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 589'512 CHF | 198'004 CHF | 99.22% | 99.22% |
09.07.2024 | 0.76% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 592'608 CHF | 199'036 CHF | 99.22% | 99.22% |
08.07.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 586'794 CHF | 197'098 CHF | 99.21% | 99.21% |
05.07.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 592'930 CHF | 199'143 CHF | 99.22% | 99.22% |
04.07.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 592'257 CHF | 198'919 CHF | 99.23% | 99.23% |
03.07.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 609'233 CHF | 204'578 CHF | 99.22% | 99.22% |
02.07.2024 | 0.77% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 583'998 CHF | 196'166 CHF | 99.22% | 99.22% |