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 | 0.81% | 1.22 CHF | 1.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 554'586 CHF | 186'362 CHF | 99.38% | 99.38% |
12.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 555'634 CHF | 186'711 CHF | 99.38% | 99.38% |
11.07.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 542'592 CHF | 182'364 CHF | 99.38% | 99.38% |
10.07.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 549'384 CHF | 184'628 CHF | 99.38% | 99.38% |
09.07.2024 | 0.78% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 574'988 CHF | 193'163 CHF | 99.38% | 99.38% |
08.07.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 569'694 CHF | 191'398 CHF | 99.38% | 99.38% |
05.07.2024 | 0.78% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 572'519 CHF | 192'340 CHF | 99.38% | 99.38% |
04.07.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 549'770 CHF | 184'757 CHF | 98.59% | 98.59% |
03.07.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 538'887 CHF | 181'129 CHF | 99.38% | 99.38% |
02.07.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 452'007 CHF | 152'169 CHF | 99.37% | 99.37% |