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 | 0.67% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 674'229 CHF | 226'243 CHF | 98.51% | 98.51% |
12.07.2024 | 0.69% | 1.56 CHF | 1.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 654'424 CHF | 219'641 CHF | 98.78% | 98.78% |
11.07.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 619'111 CHF | 207'870 CHF | 98.61% | 98.61% |
10.07.2024 | 0.76% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 592'331 CHF | 198'944 CHF | 98.82% | 98.82% |
09.07.2024 | 0.76% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 592'707 CHF | 199'069 CHF | 98.75% | 98.75% |
08.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 625'468 CHF | 209'989 CHF | 98.75% | 98.75% |
05.07.2024 | 0.70% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 640'985 CHF | 215'162 CHF | 98.74% | 98.74% |
04.07.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 619'039 CHF | 207'846 CHF | 98.70% | 98.70% |
03.07.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 606'492 CHF | 203'664 CHF | 98.81% | 98.81% |
02.07.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 595'716 CHF | 200'072 CHF | 98.78% | 98.78% |