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 | 0.67% | 1.44 CHF | 1.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 670'328 CHF | 224'942 CHF | 99.47% | 99.47% |
12.07.2024 | 0.71% | 1.49 CHF | 1.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 633'807 CHF | 212'769 CHF | 99.41% | 99.41% |
11.07.2024 | 0.67% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 671'338 CHF | 225'279 CHF | 99.01% | 99.01% |
10.07.2024 | 0.71% | 1.46 CHF | 1.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 633'937 CHF | 212'812 CHF | 99.59% | 99.59% |
09.07.2024 | 0.69% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 647'660 CHF | 217'387 CHF | 99.56% | 99.56% |
08.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 662'005 CHF | 222'168 CHF | 99.57% | 99.57% |
05.07.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 652'370 CHF | 218'957 CHF | 99.58% | 99.58% |
04.07.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 642'447 CHF | 215'649 CHF | 99.56% | 99.56% |
03.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 639'194 CHF | 214'565 CHF | 99.50% | 99.50% |
02.07.2024 | 0.77% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 583'653 CHF | 196'051 CHF | 99.57% | 99.57% |