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 | 0.76% | 1.29 CHF | 1.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 590'417 CHF | 198'306 CHF | 98.91% | 98.91% |
12.07.2024 | 0.79% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 570'392 CHF | 191'631 CHF | 99.21% | 99.21% |
11.07.2024 | 0.84% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 535'237 CHF | 179'912 CHF | 98.94% | 98.94% |
10.07.2024 | 0.88% | 1.18 CHF | 1.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 509'974 CHF | 171'491 CHF | 99.17% | 99.17% |
09.07.2024 | 0.88% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 510'164 CHF | 171'555 CHF | 99.08% | 99.08% |
08.07.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 542'216 CHF | 182'239 CHF | 99.09% | 99.09% |
05.07.2024 | 0.81% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 556'970 CHF | 187'157 CHF | 99.08% | 99.08% |
04.07.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 535'907 CHF | 180'136 CHF | 99.08% | 99.08% |
03.07.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 523'897 CHF | 176'132 CHF | 99.17% | 99.17% |
02.07.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 513'184 CHF | 172'561 CHF | 99.16% | 99.16% |