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 | 0.77% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 582'081 CHF | 195'527 CHF | 98.43% | 98.43% |
12.07.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 592'796 CHF | 199'099 CHF | 98.97% | 98.97% |
11.07.2024 | 0.69% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 646'448 CHF | 216'983 CHF | 98.30% | 98.30% |
10.07.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 657'615 CHF | 220'705 CHF | 16.01% | 98.97% |
09.07.2024 | - | 1.55 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.77% |
08.07.2024 | 0.67% | 1.51 CHF | 1.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 666'910 CHF | 223'803 CHF | 0.51% | 99.19% |
05.07.2024 | 0.67% | 1.55 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 665'252 CHF | 223'251 CHF | 2.91% | 98.69% |
04.07.2024 | 0.67% | 1.49 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 666'668 CHF | 223'723 CHF | 59.17% | 99.36% |
03.07.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 666'098 CHF | 223'533 CHF | 97.88% | 99.18% |
02.07.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 645'967 CHF | 216'822 CHF | 98.94% | 98.94% |