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 | 0.52% | 1.94 CHF | 1.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 870'271 CHF | 291'590 CHF | 99.38% | 99.38% |
12.07.2024 | 0.54% | 1.90 CHF | 1.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 829'598 CHF | 278'033 CHF | 99.37% | 99.37% |
11.07.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 794'915 CHF | 266'472 CHF | 98.50% | 98.50% |
10.07.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 744'032 CHF | 249'511 CHF | 99.37% | 99.37% |
09.07.2024 | 0.57% | 1.68 CHF | 1.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 784'011 CHF | 262'837 CHF | 99.38% | 99.38% |
08.07.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 777'150 CHF | 260'550 CHF | 99.38% | 99.38% |
05.07.2024 | 0.60% | 1.61 CHF | 1.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 747'787 CHF | 250'762 CHF | 99.38% | 99.38% |
04.07.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 734'834 CHF | 246'445 CHF | 98.58% | 98.58% |
03.07.2024 | 0.66% | 1.55 CHF | 1.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 681'390 CHF | 228'630 CHF | 99.38% | 99.38% |
02.07.2024 | 0.71% | 1.44 CHF | 1.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 632'120 CHF | 212'207 CHF | 99.37% | 99.37% |