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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 682'673 CHF | 229'058 CHF | 98.92% | 98.92% |
11.07.2024 | 0.57% | 1.64 CHF | 1.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 785'048 CHF | 263'182 CHF | 95.51% | 98.60% |
10.07.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 781'715 CHF | 262'072 CHF | 99.06% | 99.06% |
09.07.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 784'399 CHF | 262'966 CHF | 98.85% | 98.85% |
08.07.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 778'792 CHF | 261'097 CHF | 20.60% | 99.08% |
05.07.2024 | 0.63% | 1.74 CHF | 1.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 714'259 CHF | 239'586 CHF | 98.73% | 98.73% |
04.07.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 703'413 CHF | 235'971 CHF | 99.37% | 99.37% |
03.07.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 705'796 CHF | 236'765 CHF | 99.14% | 99.14% |
02.07.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 673'893 CHF | 226'131 CHF | 98.97% | 98.97% |
01.07.2024 | 0.66% | 1.47 CHF | 1.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 681'519 CHF | 228'673 CHF | 99.05% | 99.05% |