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 | 0.64% | 1.53 CHF | 1.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 697'847 CHF | 234'116 CHF | 99.03% | 99.03% |
12.07.2024 | 0.66% | 1.61 CHF | 1.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 677'733 CHF | 227'411 CHF | 99.21% | 99.21% |
11.07.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 642'460 CHF | 215'653 CHF | 98.95% | 98.95% |
10.07.2024 | 0.73% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 616'722 CHF | 207'074 CHF | 99.19% | 99.19% |
09.07.2024 | 0.73% | 1.32 CHF | 1.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 616'753 CHF | 207'084 CHF | 99.08% | 99.08% |
08.07.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 649'012 CHF | 217'837 CHF | 99.08% | 99.08% |
05.07.2024 | 0.68% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 664'107 CHF | 222'869 CHF | 99.07% | 99.07% |
04.07.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 642'409 CHF | 215'636 CHF | 99.06% | 99.06% |
03.07.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 630'493 CHF | 211'664 CHF | 99.18% | 99.18% |
02.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 619'285 CHF | 207'928 CHF | 99.17% | 99.17% |