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 | 0.86% | 1.15 CHF | 1.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 522'150 CHF | 175'550 CHF | 98.29% | 98.29% |
12.07.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 562'976 CHF | 189'159 CHF | 95.40% | 95.40% |
11.07.2024 | 0.83% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 541'604 CHF | 182'035 CHF | 98.56% | 98.56% |
10.07.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 522'332 CHF | 175'611 CHF | 98.45% | 98.45% |
09.07.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 523'953 CHF | 176'151 CHF | 98.68% | 98.68% |
08.07.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 530'968 CHF | 178'489 CHF | 96.52% | 96.52% |
05.07.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 539'737 CHF | 181'412 CHF | 95.65% | 95.65% |
04.07.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 516'416 CHF | 173'639 CHF | 95.24% | 95.24% |
03.07.2024 | 0.92% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 489'404 CHF | 164'635 CHF | 98.21% | 98.21% |
02.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 492'581 CHF | 165'694 CHF | 98.19% | 98.19% |