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 | 0.66% | 1.48 CHF | 1.49 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 228'262 CHF | 76'588 CHF | 99.16% | 99.16% |
12.07.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 232'213 CHF | 77'904 CHF | 99.17% | 99.17% |
11.07.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 226'164 CHF | 75'888 CHF | 99.17% | 99.17% |
10.07.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 229'462 CHF | 76'987 CHF | 99.16% | 99.16% |
09.07.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 226'029 CHF | 75'843 CHF | 99.17% | 99.17% |
08.07.2024 | 0.69% | 1.51 CHF | 1.52 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 217'743 CHF | 73'081 CHF | 99.16% | 99.16% |
05.07.2024 | 0.72% | 1.42 CHF | 1.43 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 206'705 CHF | 69'402 CHF | 98.83% | 98.83% |
04.07.2024 | 0.77% | 1.38 CHF | 1.39 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 194'523 CHF | 65'341 CHF | 99.00% | 99.00% |
03.07.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 140'407 CHF | 47'302 CHF | 99.17% | 99.17% |
02.07.2024 | 1.14% | 0.93 CHF | 0.94 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 130'792 CHF | 44'097 CHF | 99.16% | 99.16% |