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 | 0.55% | 1.86 CHF | 1.87 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 273'167 CHF | 91'556 CHF | 99.19% | 99.19% |
12.07.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 271'666 CHF | 91'055 CHF | 99.27% | 99.27% |
11.07.2024 | 0.55% | 1.76 CHF | 1.77 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 269'558 CHF | 90'353 CHF | 99.23% | 99.23% |
10.07.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 270'665 CHF | 90'722 CHF | 99.24% | 99.24% |
09.07.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 264'773 CHF | 88'758 CHF | 99.24% | 99.24% |
08.07.2024 | 0.57% | 1.68 CHF | 1.69 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 261'720 CHF | 87'740 CHF | 99.24% | 99.24% |
05.07.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 269'256 CHF | 90'252 CHF | 99.23% | 99.23% |
04.07.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 267'959 CHF | 89'820 CHF | 99.23% | 99.23% |
03.07.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 267'109 CHF | 89'536 CHF | 99.23% | 99.23% |
02.07.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 265'214 CHF | 88'905 CHF | 99.23% | 99.23% |