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 | 0.72% | 1.42 CHF | 1.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 624'165 CHF | 209'555 CHF | 99.65% | 99.65% |
12.07.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 619'416 CHF | 207'972 CHF | 99.65% | 99.65% |
11.07.2024 | 0.73% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 612'461 CHF | 205'654 CHF | 99.53% | 99.53% |
10.07.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 616'469 CHF | 206'990 CHF | 99.58% | 99.58% |
09.07.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 598'368 CHF | 200'956 CHF | 99.53% | 99.53% |
08.07.2024 | 0.76% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 589'479 CHF | 197'993 CHF | 99.57% | 99.57% |
05.07.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 611'437 CHF | 205'312 CHF | 99.52% | 99.52% |
04.07.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 608'745 CHF | 204'415 CHF | 99.58% | 99.58% |
03.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 605'317 CHF | 203'272 CHF | 99.51% | 99.51% |
02.07.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 599'226 CHF | 201'242 CHF | 99.57% | 99.57% |