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 | 0.77% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 581'882 CHF | 195'461 CHF | 99.40% | 99.40% |
12.07.2024 | 0.83% | 1.29 CHF | 1.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 540'148 CHF | 181'549 CHF | 99.68% | 99.68% |
11.07.2024 | 0.77% | 1.22 CHF | 1.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 581'831 CHF | 195'444 CHF | 99.00% | 99.00% |
10.07.2024 | 0.83% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 539'411 CHF | 181'304 CHF | 99.56% | 99.56% |
09.07.2024 | 0.81% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 554'829 CHF | 186'443 CHF | 99.53% | 99.53% |
08.07.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 570'347 CHF | 191'616 CHF | 99.54% | 99.54% |
05.07.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 558'915 CHF | 187'805 CHF | 99.53% | 99.53% |
04.07.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 545'800 CHF | 183'433 CHF | 99.56% | 99.56% |
03.07.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 541'131 CHF | 181'877 CHF | 99.51% | 99.51% |
02.07.2024 | 0.94% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 478'431 CHF | 160'977 CHF | 99.55% | 99.55% |