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 | 0.73% | 1.32 CHF | 1.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 615'728 CHF | 206'743 CHF | 99.46% | 99.46% |
12.07.2024 | 0.78% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 577'159 CHF | 193'886 CHF | 99.71% | 99.71% |
11.07.2024 | 0.73% | 1.30 CHF | 1.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 615'881 CHF | 206'794 CHF | 99.08% | 99.08% |
10.07.2024 | 0.78% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 576'645 CHF | 193'715 CHF | 99.57% | 99.57% |
09.07.2024 | 0.76% | 1.27 CHF | 1.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 591'278 CHF | 198'593 CHF | 99.55% | 99.55% |
08.07.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 606'189 CHF | 203'563 CHF | 99.56% | 99.56% |
05.07.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 595'338 CHF | 199'946 CHF | 99.54% | 99.54% |
04.07.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 583'951 CHF | 196'150 CHF | 99.56% | 99.56% |
03.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 579'430 CHF | 194'643 CHF | 99.52% | 99.52% |
02.07.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 521'283 CHF | 175'261 CHF | 99.58% | 99.58% |