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 | 0.70% | 1.44 CHF | 1.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 644'482 CHF | 216'327 CHF | 99.14% | 99.14% |
12.07.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 640'353 CHF | 214'951 CHF | 99.22% | 99.22% |
11.07.2024 | 0.66% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 679'282 CHF | 227'927 CHF | 98.10% | 98.10% |
10.07.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 691'698 CHF | 232'066 CHF | 99.23% | 99.23% |
09.07.2024 | 0.65% | 1.58 CHF | 1.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 692'953 CHF | 232'484 CHF | 99.22% | 99.22% |
08.07.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 688'942 CHF | 231'147 CHF | 99.22% | 99.22% |
05.07.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 695'630 CHF | 233'377 CHF | 99.20% | 99.20% |
04.07.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 694'150 CHF | 232'883 CHF | 99.23% | 99.23% |
03.07.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 711'258 CHF | 238'586 CHF | 99.23% | 99.23% |
02.07.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 686'280 CHF | 230'260 CHF | 99.23% | 99.23% |