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% | 1.27 CHF | 1.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 563'830 CHF | 189'443 CHF | 97.95% | 97.95% |
12.07.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 537'713 CHF | 180'738 CHF | 99.08% | 99.08% |
11.07.2024 | 0.88% | 1.17 CHF | 1.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 508'696 CHF | 171'065 CHF | 95.41% | 95.41% |
10.07.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 501'800 CHF | 168'767 CHF | 88.20% | 88.20% |
09.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 505'874 CHF | 170'125 CHF | 99.42% | 99.42% |
08.07.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 504'978 CHF | 169'826 CHF | 95.56% | 95.56% |
05.07.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 508'980 CHF | 171'160 CHF | 96.84% | 96.84% |
04.07.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 512'088 CHF | 172'196 CHF | 99.41% | 99.41% |
03.07.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 516'082 CHF | 173'527 CHF | 97.27% | 97.27% |
02.07.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 509'640 CHF | 171'380 CHF | 94.60% | 94.60% |