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 | 0.67% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 671'039 CHF | 225'180 CHF | 99.38% | 99.38% |
12.07.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 670'686 CHF | 225'062 CHF | 99.38% | 99.38% |
11.07.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 658'170 CHF | 220'890 CHF | 99.38% | 99.38% |
10.07.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 664'607 CHF | 223'036 CHF | 99.38% | 99.38% |
09.07.2024 | 0.65% | 1.49 CHF | 1.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 690'644 CHF | 231'715 CHF | 99.38% | 99.38% |
08.07.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 684'414 CHF | 229'638 CHF | 99.38% | 99.38% |
05.07.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 688'233 CHF | 230'911 CHF | 99.38% | 99.38% |
04.07.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 665'965 CHF | 223'488 CHF | 98.58% | 98.58% |
03.07.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 655'887 CHF | 220'129 CHF | 99.38% | 99.38% |
02.07.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 568'901 CHF | 191'134 CHF | 99.37% | 99.37% |