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 | 0.73% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 612'192 CHF | 205'564 CHF | 99.05% | 99.05% |
12.07.2024 | 0.76% | 1.42 CHF | 1.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 592'373 CHF | 198'958 CHF | 99.19% | 99.19% |
11.07.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 557'891 CHF | 187'464 CHF | 98.93% | 98.93% |
10.07.2024 | 0.84% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 533'246 CHF | 179'249 CHF | 99.16% | 99.16% |
09.07.2024 | 0.84% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 533'572 CHF | 179'357 CHF | 99.05% | 99.05% |
08.07.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 565'547 CHF | 190'016 CHF | 99.09% | 99.09% |
05.07.2024 | 0.77% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 580'154 CHF | 194'885 CHF | 99.03% | 99.03% |
04.07.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 559'486 CHF | 187'995 CHF | 99.06% | 99.06% |
03.07.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 547'220 CHF | 183'906 CHF | 99.19% | 99.19% |
02.07.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 536'810 CHF | 180'437 CHF | 99.17% | 99.17% |