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 | 1.09% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 411'615 CHF | 138'705 CHF | 98.46% | 98.46% |
12.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 411'660 CHF | 138'720 CHF | 99.05% | 99.05% |
11.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 420'271 CHF | 141'590 CHF | 97.31% | 97.31% |
10.07.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 431'106 CHF | 145'202 CHF | 98.93% | 98.93% |
09.07.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 435'087 CHF | 146'529 CHF | 99.10% | 99.10% |
08.07.2024 | 1.12% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 400'616 CHF | 135'039 CHF | 98.81% | 98.81% |
05.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 409'084 CHF | 137'861 CHF | 99.02% | 99.02% |
04.07.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 407'178 CHF | 137'226 CHF | 99.41% | 99.41% |
03.07.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 428'287 CHF | 144'262 CHF | 99.42% | 99.42% |
02.07.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 453'348 CHF | 152'616 CHF | 98.86% | 98.86% |