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 | 0.97% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 460'728 CHF | 155'076 CHF | 99.14% | 99.14% |
12.07.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 456'769 CHF | 153'756 CHF | 99.20% | 99.20% |
11.07.2024 | 0.90% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 495'177 CHF | 166'559 CHF | 98.10% | 98.10% |
10.07.2024 | 0.88% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 507'294 CHF | 170'598 CHF | 99.23% | 99.23% |
09.07.2024 | 0.88% | 1.17 CHF | 1.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 508'927 CHF | 171'142 CHF | 99.21% | 99.21% |
08.07.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 504'944 CHF | 169'815 CHF | 99.20% | 99.20% |
05.07.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 511'345 CHF | 171'948 CHF | 99.20% | 99.20% |
04.07.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 509'597 CHF | 171'366 CHF | 99.23% | 99.23% |
03.07.2024 | 0.85% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 525'818 CHF | 176'773 CHF | 99.22% | 99.22% |
02.07.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 501'424 CHF | 168'641 CHF | 99.23% | 99.23% |