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 | 0.63% | 1.53 CHF | 1.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 713'246 CHF | 239'249 CHF | 99.40% | 99.40% |
12.07.2024 | 0.67% | 1.58 CHF | 1.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 672'744 CHF | 225'748 CHF | 99.69% | 99.69% |
11.07.2024 | 0.63% | 1.52 CHF | 1.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 713'196 CHF | 239'232 CHF | 99.12% | 99.12% |
10.07.2024 | 0.67% | 1.55 CHF | 1.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 671'857 CHF | 225'452 CHF | 99.57% | 99.57% |
09.07.2024 | 0.65% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 686'898 CHF | 230'466 CHF | 99.56% | 99.56% |
08.07.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 702'344 CHF | 235'615 CHF | 99.54% | 99.54% |
05.07.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 691'280 CHF | 231'927 CHF | 99.46% | 99.46% |
04.07.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 679'195 CHF | 227'898 CHF | 99.57% | 99.57% |
03.07.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 674'564 CHF | 226'355 CHF | 99.48% | 99.48% |
02.07.2024 | 0.73% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 613'097 CHF | 205'866 CHF | 99.57% | 99.57% |