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 | 0.74% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 609'680 CHF | 204'727 CHF | 99.38% | 99.38% |
12.07.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 610'795 CHF | 205'098 CHF | 99.38% | 99.38% |
11.07.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 597'790 CHF | 200'763 CHF | 99.38% | 99.38% |
10.07.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 605'365 CHF | 203'288 CHF | 99.38% | 99.38% |
09.07.2024 | 0.71% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 631'208 CHF | 211'903 CHF | 99.38% | 99.38% |
08.07.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 625'255 CHF | 209'918 CHF | 99.38% | 99.38% |
05.07.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 628'503 CHF | 211'001 CHF | 99.38% | 99.38% |
04.07.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 607'176 CHF | 203'892 CHF | 98.58% | 98.58% |
03.07.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 595'304 CHF | 199'935 CHF | 99.38% | 99.38% |
02.07.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 508'737 CHF | 171'079 CHF | 99.37% | 99.37% |