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% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 611'212 CHF | 205'237 CHF | 99.21% | 99.21% |
12.07.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 614'324 CHF | 206'275 CHF | 99.04% | 99.04% |
11.07.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 618'170 CHF | 207'557 CHF | 99.13% | 99.13% |
10.07.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 620'907 CHF | 208'469 CHF | 99.07% | 99.07% |
09.07.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 619'880 CHF | 208'127 CHF | 99.14% | 99.14% |
08.07.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 647'329 CHF | 217'276 CHF | 99.12% | 99.12% |
05.07.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 664'216 CHF | 222'905 CHF | 99.15% | 99.15% |
04.07.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 671'912 CHF | 225'471 CHF | 99.08% | 99.08% |
03.07.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 659'485 CHF | 221'328 CHF | 98.56% | 98.56% |
02.07.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 612'427 CHF | 205'642 CHF | 99.15% | 99.15% |