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 | 0.61% | 1.58 CHF | 1.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 736'786 CHF | 247'095 CHF | 99.46% | 99.46% |
12.07.2024 | 0.64% | 1.64 CHF | 1.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 697'486 CHF | 233'995 CHF | 99.69% | 99.69% |
11.07.2024 | 0.61% | 1.57 CHF | 1.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 737'158 CHF | 247'219 CHF | 98.91% | 98.91% |
10.07.2024 | 0.64% | 1.61 CHF | 1.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 697'067 CHF | 233'856 CHF | 99.59% | 99.59% |
09.07.2024 | 0.63% | 1.54 CHF | 1.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 712'438 CHF | 238'979 CHF | 99.55% | 99.55% |
08.07.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 727'271 CHF | 243'924 CHF | 99.58% | 99.58% |
05.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 716'731 CHF | 240'410 CHF | 99.59% | 99.59% |
04.07.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 705'241 CHF | 236'580 CHF | 99.58% | 99.58% |
03.07.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 701'175 CHF | 235'225 CHF | 99.53% | 99.53% |
02.07.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 641'291 CHF | 215'264 CHF | 99.57% | 99.57% |