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 | 0.80% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 557'612 CHF | 187'371 CHF | 98.75% | 98.75% |
12.07.2024 | 0.78% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 574'240 CHF | 192'913 CHF | 98.82% | 98.82% |
11.07.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 571'579 CHF | 192'026 CHF | 98.80% | 98.80% |
10.07.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 579'604 CHF | 194'701 CHF | 98.75% | 98.75% |
09.07.2024 | 0.78% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 575'519 CHF | 193'340 CHF | 98.78% | 98.78% |
08.07.2024 | 0.82% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 549'607 CHF | 184'702 CHF | 98.81% | 98.81% |
05.07.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 552'917 CHF | 185'806 CHF | 98.74% | 98.74% |
04.07.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 595'082 CHF | 199'861 CHF | 98.77% | 98.77% |
03.07.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 604'678 CHF | 203'059 CHF | 98.84% | 98.84% |
02.07.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 626'727 CHF | 210'409 CHF | 98.72% | 98.72% |