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 | 0.58% | 1.72 CHF | 1.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 769'901 CHF | 258'134 CHF | 99.18% | 99.18% |
12.07.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 766'377 CHF | 256'959 CHF | 99.26% | 99.26% |
11.07.2024 | 0.56% | 1.73 CHF | 1.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 795'814 CHF | 266'771 CHF | 99.23% | 99.23% |
10.07.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 805'540 CHF | 270'013 CHF | 99.23% | 99.23% |
09.07.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 810'133 CHF | 271'544 CHF | 87.71% | 87.71% |
08.07.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 805'126 CHF | 269'875 CHF | 99.21% | 99.21% |
05.07.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 806'817 CHF | 270'439 CHF | 99.20% | 99.20% |
04.07.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 808'671 CHF | 271'057 CHF | 99.23% | 99.23% |
03.07.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 819'450 CHF | 274'650 CHF | 99.22% | 99.22% |
02.07.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 825'942 CHF | 276'814 CHF | 99.22% | 99.22% |