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 | 0.61% | 1.65 CHF | 1.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 740'646 CHF | 248'382 CHF | 99.27% | 99.27% |
12.07.2024 | 0.63% | 1.65 CHF | 1.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 713'194 CHF | 239'231 CHF | 99.27% | 99.27% |
11.07.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 690'211 CHF | 231'570 CHF | 99.27% | 99.27% |
10.07.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 670'236 CHF | 224'912 CHF | 99.27% | 99.27% |
09.07.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 670'213 CHF | 224'904 CHF | 99.27% | 99.27% |
08.07.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 691'901 CHF | 232'134 CHF | 99.22% | 99.22% |
05.07.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 692'226 CHF | 232'242 CHF | 99.26% | 99.26% |
04.07.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 671'700 CHF | 225'400 CHF | 99.27% | 99.27% |
03.07.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 638'181 CHF | 214'227 CHF | 99.27% | 99.27% |
02.07.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 569'900 CHF | 191'467 CHF | 99.27% | 99.27% |