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 | 0.86% | 1.22 CHF | 1.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 523'351 CHF | 175'950 CHF | 95.20% | 99.50% |
12.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 521'634 CHF | 175'378 CHF | 99.69% | 99.69% |
11.07.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 515'582 CHF | 173'361 CHF | 99.26% | 99.26% |
10.07.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 491'950 CHF | 165'483 CHF | 99.36% | 99.36% |
09.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 465'321 CHF | 156'607 CHF | 99.57% | 99.57% |
08.07.2024 | 0.96% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 466'834 CHF | 157'111 CHF | 99.26% | 99.26% |
05.07.2024 | 0.94% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 474'850 CHF | 159'783 CHF | 99.56% | 99.56% |
04.07.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 483'452 CHF | 162'651 CHF | 99.56% | 99.56% |
03.07.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 473'157 CHF | 159'219 CHF | 99.55% | 99.55% |
02.07.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 454'561 CHF | 153'020 CHF | 99.55% | 99.55% |