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% | 1.78 CHF | 1.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 809'438 CHF | 271'313 CHF | 99.38% | 99.38% |
12.07.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 808'381 CHF | 270'960 CHF | 99.38% | 99.38% |
11.07.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 790'140 CHF | 264'880 CHF | 99.37% | 99.37% |
10.07.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 801'156 CHF | 268'552 CHF | 99.38% | 99.38% |
09.07.2024 | 0.53% | 1.80 CHF | 1.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 839'473 CHF | 281'324 CHF | 99.38% | 99.38% |
08.07.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 827'986 CHF | 277'495 CHF | 99.38% | 99.38% |
05.07.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 834'081 CHF | 279'527 CHF | 99.38% | 99.38% |
04.07.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 797'604 CHF | 267'368 CHF | 98.58% | 98.58% |
03.07.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 778'763 CHF | 261'088 CHF | 99.38% | 99.38% |
02.07.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 645'913 CHF | 216'804 CHF | 99.37% | 99.37% |