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 | 0.74% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 604'453 CHF | 202'984 CHF | 99.15% | 99.15% |
12.07.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 600'616 CHF | 201'705 CHF | 99.25% | 99.25% |
11.07.2024 | 0.71% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 629'551 CHF | 211'350 CHF | 99.23% | 99.23% |
10.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 639'176 CHF | 214'559 CHF | 99.23% | 99.23% |
09.07.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 643'768 CHF | 216'089 CHF | 87.70% | 87.70% |
08.07.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 639'165 CHF | 214'555 CHF | 99.22% | 99.22% |
05.07.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 640'585 CHF | 215'028 CHF | 99.21% | 99.21% |
04.07.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 642'002 CHF | 215'501 CHF | 99.23% | 99.23% |
03.07.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 652'677 CHF | 219'059 CHF | 99.22% | 99.22% |
02.07.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 659'029 CHF | 221'176 CHF | 99.23% | 99.23% |