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 | 0.53% | 1.87 CHF | 1.88 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 421'384 CHF | 141'211 CHF | 96.70% | 96.70% |
12.07.2024 | 0.54% | 1.89 CHF | 1.90 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 415'528 CHF | 139'259 CHF | 98.84% | 98.84% |
11.07.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 416'755 CHF | 139'668 CHF | 99.05% | 99.05% |
10.07.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 403'898 CHF | 135'383 CHF | 96.57% | 96.57% |
09.07.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 401'213 CHF | 134'488 CHF | 97.98% | 97.98% |
08.07.2024 | 0.58% | 1.76 CHF | 1.77 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 387'324 CHF | 129'858 CHF | 98.78% | 98.78% |
05.07.2024 | 0.62% | 1.56 CHF | 1.57 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 363'955 CHF | 122'068 CHF | 94.94% | 94.94% |
04.07.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 366'093 CHF | 122'781 CHF | 98.65% | 98.65% |
03.07.2024 | 0.62% | 1.58 CHF | 1.59 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 360'766 CHF | 121'005 CHF | 99.01% | 99.01% |
02.07.2024 | 0.62% | 1.67 CHF | 1.68 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 364'458 CHF | 122'236 CHF | 98.64% | 98.64% |