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 | 0.50% | 2.01 CHF | 2.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 896'074 CHF | 300'191 CHF | 98.28% | 98.28% |
12.07.2024 | 0.52% | 1.89 CHF | 1.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 855'201 CHF | 286'567 CHF | 95.40% | 95.40% |
11.07.2024 | 0.51% | 1.89 CHF | 1.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 874'930 CHF | 293'143 CHF | 98.57% | 98.57% |
10.07.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 891'268 CHF | 298'589 CHF | 98.45% | 98.45% |
09.07.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 889'750 CHF | 298'083 CHF | 98.68% | 98.68% |
08.07.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 881'753 CHF | 295'418 CHF | 96.52% | 96.52% |
05.07.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 876'237 CHF | 293'579 CHF | 95.66% | 95.66% |
04.07.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 899'905 CHF | 301'468 CHF | 95.23% | 95.23% |
03.07.2024 | 0.48% | 2.01 CHF | 2.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 926'016 CHF | 310'172 CHF | 98.21% | 98.21% |
02.07.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 919'408 CHF | 307'969 CHF | 98.19% | 98.19% |