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 | 0.84% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 535'560 CHF | 180'020 CHF | 98.75% | 98.75% |
12.07.2024 | 0.81% | 1.15 CHF | 1.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 552'162 CHF | 185'554 CHF | 98.80% | 98.80% |
11.07.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 549'549 CHF | 184'683 CHF | 98.80% | 98.80% |
10.07.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 557'587 CHF | 187'362 CHF | 98.76% | 98.76% |
09.07.2024 | 0.81% | 1.28 CHF | 1.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 553'558 CHF | 186'019 CHF | 98.78% | 98.78% |
08.07.2024 | 0.85% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 527'771 CHF | 177'424 CHF | 98.81% | 98.81% |
05.07.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 531'005 CHF | 178'502 CHF | 98.73% | 98.73% |
04.07.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 573'059 CHF | 192'520 CHF | 98.77% | 98.77% |
03.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 582'746 CHF | 195'749 CHF | 98.84% | 98.84% |
02.07.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 604'805 CHF | 203'102 CHF | 98.71% | 98.71% |