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 | 0.55% | 1.75 CHF | 1.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 814'593 CHF | 273'031 CHF | 99.45% | 99.45% |
12.07.2024 | 0.58% | 1.81 CHF | 1.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 772'464 CHF | 258'988 CHF | 99.41% | 99.41% |
11.07.2024 | 0.55% | 1.74 CHF | 1.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 813'619 CHF | 272'706 CHF | 99.09% | 99.09% |
10.07.2024 | 0.58% | 1.77 CHF | 1.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 771'222 CHF | 258'574 CHF | 99.59% | 99.59% |
09.07.2024 | 0.57% | 1.70 CHF | 1.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 786'690 CHF | 263'730 CHF | 99.55% | 99.55% |
08.07.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 802'262 CHF | 268'921 CHF | 99.58% | 99.58% |
05.07.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 791'361 CHF | 265'287 CHF | 99.54% | 99.54% |
04.07.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 778'442 CHF | 260'981 CHF | 99.56% | 99.56% |
03.07.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 773'726 CHF | 259'409 CHF | 99.55% | 99.55% |
02.07.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 709'526 CHF | 238'009 CHF | 99.53% | 99.53% |