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% | 1.56 CHF | 1.57 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 814'503 CHF | 245'851 CHF | 99.37% | 99.37% |
12.07.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 834'090 CHF | 251'727 CHF | 99.38% | 99.38% |
11.07.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 813'171 CHF | 245'451 CHF | 99.37% | 99.37% |
10.07.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 749'157 CHF | 226'247 CHF | 99.37% | 99.37% |
09.07.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 749'170 CHF | 226'251 CHF | 99.37% | 99.37% |
08.07.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 744'078 CHF | 224'723 CHF | 99.38% | 99.38% |
05.07.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 736'348 CHF | 222'404 CHF | 99.38% | 99.38% |
04.07.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 719'659 CHF | 217'398 CHF | 98.82% | 98.82% |
03.07.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 677'192 CHF | 204'658 CHF | 99.37% | 99.37% |
02.07.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 661'753 CHF | 200'026 CHF | 99.37% | 99.37% |