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 | 0.87% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 513'215 CHF | 172'572 CHF | 98.88% | 98.88% |
11.07.2024 | 0.74% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 607'715 CHF | 204'072 CHF | 98.42% | 98.42% |
10.07.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 605'064 CHF | 203'188 CHF | 98.98% | 98.98% |
09.07.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 608'247 CHF | 204'249 CHF | 98.86% | 98.86% |
08.07.2024 | 0.71% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 633'726 CHF | 212'742 CHF | 98.99% | 98.99% |
05.07.2024 | 0.83% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 541'172 CHF | 181'891 CHF | 98.77% | 98.77% |
04.07.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 531'215 CHF | 178'572 CHF | 99.37% | 99.37% |
03.07.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 533'692 CHF | 179'397 CHF | 99.40% | 99.40% |
02.07.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 504'362 CHF | 169'621 CHF | 99.10% | 99.10% |
01.07.2024 | 0.88% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 511'339 CHF | 171'946 CHF | 99.02% | 99.02% |