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 | 0.57% | 1.71 CHF | 1.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 794'196 CHF | 266'232 CHF | 99.61% | 99.61% |
12.07.2024 | 0.60% | 1.76 CHF | 1.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 751'110 CHF | 251'870 CHF | 99.39% | 99.39% |
11.07.2024 | 0.57% | 1.69 CHF | 1.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 794'004 CHF | 266'168 CHF | 99.06% | 99.06% |
10.07.2024 | 0.60% | 1.73 CHF | 1.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 749'514 CHF | 251'338 CHF | 99.59% | 99.59% |
09.07.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 765'186 CHF | 256'562 CHF | 99.55% | 99.55% |
08.07.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 780'893 CHF | 261'798 CHF | 99.57% | 99.57% |
05.07.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 769'530 CHF | 258'010 CHF | 99.53% | 99.53% |
04.07.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 755'300 CHF | 253'267 CHF | 99.57% | 99.57% |
03.07.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 750'699 CHF | 251'733 CHF | 99.52% | 99.52% |
02.07.2024 | 0.66% | 1.57 CHF | 1.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 683'743 CHF | 229'414 CHF | 99.57% | 99.57% |