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 | 0.99% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 453'087 CHF | 152'529 CHF | 98.46% | 98.46% |
12.07.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 452'813 CHF | 152'438 CHF | 99.06% | 99.06% |
11.07.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 443'442 CHF | 149'314 CHF | 97.30% | 97.30% |
10.07.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 431'001 CHF | 145'167 CHF | 98.92% | 98.92% |
09.07.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 427'072 CHF | 143'857 CHF | 99.10% | 99.10% |
08.07.2024 | 0.97% | 1.00 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 460'761 CHF | 155'087 CHF | 98.81% | 98.81% |
05.07.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 454'331 CHF | 152'944 CHF | 99.02% | 99.02% |
04.07.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 456'561 CHF | 153'687 CHF | 99.41% | 99.41% |
03.07.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 434'803 CHF | 146'434 CHF | 99.42% | 99.42% |
02.07.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 407'492 CHF | 137'331 CHF | 98.86% | 98.86% |