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 | 0.50% | 2.00 CHF | 2.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 896'549 CHF | 300'350 CHF | 99.38% | 99.38% |
12.07.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 855'299 CHF | 286'600 CHF | 99.38% | 99.38% |
11.07.2024 | 0.55% | 1.87 CHF | 1.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 821'991 CHF | 275'497 CHF | 98.50% | 98.50% |
10.07.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 773'154 CHF | 259'218 CHF | 99.38% | 99.38% |
09.07.2024 | 0.55% | 1.75 CHF | 1.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 812'248 CHF | 272'249 CHF | 99.37% | 99.37% |
08.07.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 805'417 CHF | 269'972 CHF | 99.37% | 99.37% |
05.07.2024 | 0.58% | 1.67 CHF | 1.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 778'053 CHF | 260'851 CHF | 99.38% | 99.38% |
04.07.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 765'877 CHF | 256'792 CHF | 98.58% | 98.58% |
03.07.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 715'561 CHF | 240'020 CHF | 99.37% | 99.37% |
02.07.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 668'803 CHF | 224'434 CHF | 99.37% | 99.37% |