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 | 0.65% | 1.47 CHF | 1.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 687'264 CHF | 230'588 CHF | 99.38% | 99.38% |
12.07.2024 | 0.70% | 1.52 CHF | 1.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 644'689 CHF | 216'396 CHF | 99.43% | 99.43% |
11.07.2024 | 0.65% | 1.46 CHF | 1.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 686'955 CHF | 230'485 CHF | 99.01% | 99.01% |
10.07.2024 | 0.70% | 1.49 CHF | 1.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 643'318 CHF | 215'939 CHF | 99.59% | 99.59% |
09.07.2024 | 0.68% | 1.42 CHF | 1.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 658'884 CHF | 221'128 CHF | 99.53% | 99.53% |
08.07.2024 | 0.66% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 674'714 CHF | 226'405 CHF | 99.57% | 99.57% |
05.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 663'109 CHF | 222'536 CHF | 99.53% | 99.53% |
04.07.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 649'501 CHF | 218'000 CHF | 99.57% | 99.57% |
03.07.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 644'754 CHF | 216'418 CHF | 99.51% | 99.51% |
02.07.2024 | 0.77% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 579'348 CHF | 194'616 CHF | 99.54% | 99.54% |