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 | 0.70% | 1.42 CHF | 1.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 643'796 CHF | 216'099 CHF | 99.38% | 99.38% |
12.07.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 642'370 CHF | 215'623 CHF | 99.38% | 99.38% |
11.07.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 630'148 CHF | 211'549 CHF | 99.37% | 99.37% |
10.07.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 637'131 CHF | 213'877 CHF | 99.38% | 99.38% |
09.07.2024 | 0.68% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 662'826 CHF | 222'442 CHF | 99.38% | 99.38% |
08.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 656'076 CHF | 220'192 CHF | 99.38% | 99.38% |
05.07.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 659'090 CHF | 221'197 CHF | 99.38% | 99.38% |
04.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 636'585 CHF | 213'695 CHF | 98.59% | 98.59% |
03.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 625'041 CHF | 209'847 CHF | 99.38% | 99.38% |
02.07.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 540'198 CHF | 181'566 CHF | 99.37% | 99.37% |