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 | 0.91% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 492'261 CHF | 165'587 CHF | 98.48% | 98.48% |
12.07.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 492'175 CHF | 165'558 CHF | 99.06% | 99.06% |
11.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 500'728 CHF | 168'409 CHF | 97.31% | 97.31% |
10.07.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 511'220 CHF | 171'907 CHF | 98.93% | 98.93% |
09.07.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 515'352 CHF | 173'284 CHF | 99.10% | 99.10% |
08.07.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 480'806 CHF | 161'769 CHF | 98.81% | 98.81% |
05.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 489'332 CHF | 164'611 CHF | 99.02% | 99.02% |
04.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 487'509 CHF | 164'003 CHF | 99.41% | 99.41% |
03.07.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 508'563 CHF | 171'021 CHF | 99.41% | 99.41% |
02.07.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 533'422 CHF | 179'307 CHF | 98.86% | 98.86% |