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 | 0.64% | 1.57 CHF | 1.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 705'008 CHF | 236'503 CHF | 99.27% | 99.27% |
12.07.2024 | 0.65% | 1.58 CHF | 1.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 686'178 CHF | 230'226 CHF | 99.27% | 99.27% |
11.07.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 668'890 CHF | 224'463 CHF | 99.27% | 99.27% |
10.07.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 652'767 CHF | 219'089 CHF | 99.27% | 99.27% |
09.07.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 652'171 CHF | 218'890 CHF | 99.27% | 99.27% |
08.07.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 669'134 CHF | 224'545 CHF | 99.20% | 99.20% |
05.07.2024 | 0.67% | 1.46 CHF | 1.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 666'117 CHF | 223'539 CHF | 99.26% | 99.26% |
04.07.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 649'537 CHF | 218'012 CHF | 99.27% | 99.27% |
03.07.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 624'789 CHF | 209'763 CHF | 99.27% | 99.27% |
02.07.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 450'000 | 150'000 | 451'616 | 150'539 | 573'404 CHF | 192'640 CHF | 99.27% | 99.27% |