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 | 0.71% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 635'320 CHF | 213'273 CHF | 99.18% | 99.18% |
12.07.2024 | 0.72% | 1.42 CHF | 1.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 623'945 CHF | 209'482 CHF | 99.26% | 99.26% |
11.07.2024 | 0.64% | 1.46 CHF | 1.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 697'418 CHF | 233'973 CHF | 99.22% | 99.22% |
10.07.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 719'933 CHF | 241'478 CHF | 99.23% | 99.23% |
09.07.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 730'313 CHF | 244'938 CHF | 87.72% | 87.72% |
08.07.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 721'935 CHF | 242'145 CHF | 99.23% | 99.23% |
05.07.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 720'993 CHF | 241'831 CHF | 99.20% | 99.20% |
04.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 723'896 CHF | 242'799 CHF | 99.23% | 99.23% |
03.07.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 748'764 CHF | 251'088 CHF | 99.23% | 99.23% |
02.07.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 763'810 CHF | 256'104 CHF | 99.24% | 99.24% |