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 | 0.69% | 1.31 CHF | 1.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 434'536 CHF | 145'845 CHF | 99.55% | 99.55% |
12.07.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 436'056 CHF | 146'352 CHF | 96.98% | 96.98% |
11.07.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 547'890 CHF | 184'130 CHF | 96.25% | 96.25% |
10.07.2024 | 0.75% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 599'714 CHF | 201'405 CHF | 99.59% | 99.59% |
09.07.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 441'502 | 147'167 | 596'209 CHF | 200'208 CHF | 99.54% | 99.54% |
08.07.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 595'739 CHF | 200'080 CHF | 99.56% | 99.56% |
05.07.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 600'326 CHF | 201'609 CHF | 99.14% | 99.14% |
04.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 449'950 | 149'983 | 604'728 CHF | 203'076 CHF | 99.58% | 99.58% |
03.07.2024 | 0.75% | 1.39 CHF | 1.40 CHF | 300'000 | 100'000 | 436'530 | 145'510 | 576'944 CHF | 193'770 CHF | 99.40% | 99.40% |
02.07.2024 | 0.76% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 588'083 CHF | 197'528 CHF | 99.57% | 99.57% |