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 | 0.59% | 1.64 CHF | 1.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 759'758 CHF | 254'753 CHF | 99.62% | 99.62% |
12.07.2024 | 0.62% | 1.69 CHF | 1.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 721'564 CHF | 242'021 CHF | 99.71% | 99.71% |
11.07.2024 | 0.59% | 1.62 CHF | 1.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 760'598 CHF | 255'033 CHF | 99.07% | 99.07% |
10.07.2024 | 0.62% | 1.66 CHF | 1.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 721'348 CHF | 241'949 CHF | 99.57% | 99.57% |
09.07.2024 | 0.61% | 1.59 CHF | 1.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 735'763 CHF | 246'754 CHF | 99.56% | 99.56% |
08.07.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 750'597 CHF | 251'699 CHF | 99.56% | 99.56% |
05.07.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 740'271 CHF | 248'257 CHF | 99.58% | 99.58% |
04.07.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 730'241 CHF | 244'914 CHF | 99.57% | 99.57% |
03.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 726'156 CHF | 243'552 CHF | 99.52% | 99.52% |
02.07.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 667'612 CHF | 224'037 CHF | 99.58% | 99.58% |