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 | 0.66% | 1.52 CHF | 1.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 681'198 CHF | 228'566 CHF | 99.27% | 99.27% |
12.07.2024 | 0.68% | 1.52 CHF | 1.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 661'169 CHF | 221'890 CHF | 99.27% | 99.27% |
11.07.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 642'933 CHF | 215'811 CHF | 99.27% | 99.27% |
10.07.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 625'870 CHF | 210'123 CHF | 99.27% | 99.27% |
09.07.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 625'491 CHF | 209'997 CHF | 99.27% | 99.27% |
08.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 643'685 CHF | 216'062 CHF | 99.21% | 99.21% |
05.07.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 641'049 CHF | 215'183 CHF | 99.27% | 99.27% |
04.07.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 624'359 CHF | 209'620 CHF | 99.27% | 99.27% |
03.07.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 598'390 CHF | 200'963 CHF | 99.27% | 99.27% |
02.07.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 541'882 CHF | 182'127 CHF | 99.26% | 99.26% |