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 | 0.50% | 1.95 CHF | 1.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 901'903 CHF | 302'134 CHF | 99.40% | 99.40% |
12.07.2024 | 0.52% | 2.00 CHF | 2.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 858'619 CHF | 287'706 CHF | 99.71% | 99.71% |
11.07.2024 | 0.50% | 1.93 CHF | 1.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 901'583 CHF | 302'028 CHF | 99.08% | 99.08% |
10.07.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 856'544 CHF | 287'015 CHF | 99.57% | 99.57% |
09.07.2024 | 0.51% | 1.89 CHF | 1.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 872'020 CHF | 292'173 CHF | 99.56% | 99.56% |
08.07.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 887'831 CHF | 297'444 CHF | 99.56% | 99.56% |
05.07.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 876'785 CHF | 293'762 CHF | 99.56% | 99.56% |
04.07.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 862'386 CHF | 288'962 CHF | 99.57% | 99.57% |
03.07.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 857'458 CHF | 287'319 CHF | 99.54% | 99.54% |
02.07.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 789'595 CHF | 264'698 CHF | 99.55% | 99.55% |