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 | 0.65% | 1.54 CHF | 1.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 686'957 CHF | 230'486 CHF | 99.17% | 99.17% |
12.07.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 683'054 CHF | 229'185 CHF | 99.25% | 99.25% |
11.07.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 713'431 CHF | 239'310 CHF | 99.23% | 99.23% |
10.07.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 723'196 CHF | 242'565 CHF | 99.20% | 99.20% |
09.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 726'733 CHF | 243'744 CHF | 87.70% | 87.70% |
08.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 722'414 CHF | 242'305 CHF | 99.21% | 99.21% |
05.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 722'837 CHF | 242'446 CHF | 99.21% | 99.21% |
04.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 725'573 CHF | 243'358 CHF | 99.23% | 99.23% |
03.07.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 736'360 CHF | 246'953 CHF | 99.23% | 99.23% |
02.07.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 743'162 CHF | 249'221 CHF | 99.24% | 99.24% |