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 | 0.82% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 543'888 CHF | 182'796 CHF | 99.71% | 99.71% |
12.07.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 542'202 CHF | 182'234 CHF | 99.42% | 99.42% |
11.07.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 536'480 CHF | 180'327 CHF | 99.30% | 99.30% |
10.07.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 513'824 CHF | 172'775 CHF | 99.35% | 99.35% |
09.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 487'876 CHF | 164'125 CHF | 99.55% | 99.55% |
08.07.2024 | 0.92% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 489'363 CHF | 164'621 CHF | 99.25% | 99.25% |
05.07.2024 | 0.90% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 497'468 CHF | 167'323 CHF | 99.53% | 99.53% |
04.07.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 505'777 CHF | 170'092 CHF | 99.56% | 99.56% |
03.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 495'974 CHF | 166'825 CHF | 99.47% | 99.47% |
02.07.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 479'168 CHF | 161'223 CHF | 99.57% | 99.57% |