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 | 1.17% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 382'311 CHF | 128'937 CHF | 99.14% | 99.14% |
12.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 378'932 CHF | 127'811 CHF | 99.21% | 99.21% |
11.07.2024 | 1.07% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 417'618 CHF | 140'706 CHF | 98.10% | 98.10% |
10.07.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 428'328 CHF | 144'276 CHF | 99.22% | 99.22% |
09.07.2024 | 1.04% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 430'899 CHF | 145'133 CHF | 99.22% | 99.22% |
08.07.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 426'309 CHF | 143'603 CHF | 99.21% | 99.21% |
05.07.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 431'290 CHF | 145'263 CHF | 99.23% | 99.23% |
04.07.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 430'766 CHF | 145'089 CHF | 99.23% | 99.23% |
03.07.2024 | 1.00% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 447'357 CHF | 150'619 CHF | 99.21% | 99.21% |
02.07.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 421'983 CHF | 142'161 CHF | 99.22% | 99.22% |