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 | 0.51% | 1.93 CHF | 1.94 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 436'050 CHF | 146'100 CHF | 96.72% | 96.72% |
12.07.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 429'551 CHF | 143'934 CHF | 98.86% | 98.86% |
11.07.2024 | 0.52% | 1.89 CHF | 1.90 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 431'123 CHF | 144'458 CHF | 99.19% | 99.19% |
10.07.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 417'609 CHF | 139'953 CHF | 96.59% | 96.59% |
09.07.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 414'916 CHF | 139'055 CHF | 97.99% | 97.99% |
08.07.2024 | 0.56% | 1.82 CHF | 1.83 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 400'904 CHF | 134'385 CHF | 98.75% | 98.75% |
05.07.2024 | 0.60% | 1.61 CHF | 1.62 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 375'353 CHF | 125'868 CHF | 94.94% | 94.94% |
04.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 377'477 CHF | 126'576 CHF | 98.66% | 98.66% |
03.07.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 371'605 CHF | 124'618 CHF | 99.03% | 99.03% |
02.07.2024 | 0.60% | 1.72 CHF | 1.73 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 374'953 CHF | 125'734 CHF | 98.64% | 98.64% |