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 | 0.70% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 645'053 CHF | 216'518 CHF | 99.47% | 99.47% |
12.07.2024 | 0.74% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 607'470 CHF | 203'990 CHF | 99.45% | 99.45% |
11.07.2024 | 0.69% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 645'642 CHF | 216'714 CHF | 98.95% | 98.95% |
10.07.2024 | 0.74% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 607'340 CHF | 203'947 CHF | 99.59% | 99.59% |
09.07.2024 | 0.72% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 621'904 CHF | 208'801 CHF | 99.56% | 99.56% |
08.07.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 636'349 CHF | 213'616 CHF | 99.56% | 99.56% |
05.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 626'184 CHF | 210'228 CHF | 99.51% | 99.51% |
04.07.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 615'312 CHF | 206'604 CHF | 99.56% | 99.56% |
03.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 609'296 CHF | 204'599 CHF | 99.58% | 99.58% |
02.07.2024 | 0.81% | 1.27 CHF | 1.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 552'836 CHF | 185'779 CHF | 99.58% | 99.58% |