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 | 0.79% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 378'787 CHF | 127'262 CHF | 99.38% | 99.38% |
12.07.2024 | 0.80% | 1.30 CHF | 1.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 372'437 CHF | 125'146 CHF | 99.38% | 99.38% |
11.07.2024 | 0.85% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 311'481 | 103'827 | 363'916 CHF | 122'344 CHF | 99.37% | 99.37% |
10.07.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 434'851 | 144'950 | 500'775 CHF | 168'375 CHF | 99.37% | 99.37% |
09.07.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 450'000 | 150'000 | 366'070 | 122'023 | 430'346 CHF | 144'669 CHF | 99.38% | 99.38% |
08.07.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 450'000 | 150'000 | 378'101 | 126'034 | 448'346 CHF | 150'709 CHF | 99.38% | 99.38% |
05.07.2024 | 0.82% | 1.18 CHF | 1.19 CHF | 450'000 | 150'000 | 329'719 | 109'906 | 399'495 CHF | 134'264 CHF | 99.38% | 99.38% |
04.07.2024 | 0.85% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 445'151 | 148'384 | 520'624 CHF | 175'025 CHF | 98.59% | 98.59% |
03.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 523'893 CHF | 176'131 CHF | 99.37% | 99.37% |
02.07.2024 | 0.90% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 499'488 CHF | 167'996 CHF | 99.37% | 99.37% |