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 | 0.89% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 505'719 CHF | 170'073 CHF | 99.38% | 99.38% |
12.07.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 506'281 CHF | 170'260 CHF | 99.38% | 99.38% |
11.07.2024 | 0.93% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 484'149 CHF | 162'883 CHF | 99.37% | 99.37% |
10.07.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 469'606 CHF | 158'035 CHF | 99.37% | 99.37% |
09.07.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 495'059 CHF | 166'520 CHF | 99.37% | 99.37% |
08.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 493'921 CHF | 166'140 CHF | 99.38% | 99.38% |
05.07.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 489'117 CHF | 164'539 CHF | 99.38% | 99.38% |
04.07.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 488'781 CHF | 164'427 CHF | 98.82% | 98.82% |
03.07.2024 | 0.92% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 488'220 CHF | 164'240 CHF | 99.38% | 99.38% |
02.07.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 467'961 CHF | 157'487 CHF | 99.38% | 99.38% |