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 | 0.88% | 1.13 CHF | 1.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 340'052 CHF | 114'351 CHF | 92.51% | 92.51% |
12.07.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 338'284 CHF | 113'761 CHF | 94.95% | 94.95% |
11.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 300'000 | 100'000 | 357'012 | 119'004 | 386'396 CHF | 129'989 CHF | 92.68% | 92.68% |
10.07.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 470'501 CHF | 158'334 CHF | 91.17% | 91.17% |
09.07.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 467'599 CHF | 157'366 CHF | 94.95% | 94.95% |
08.07.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 479'662 CHF | 161'387 CHF | 90.09% | 90.09% |
05.07.2024 | 0.94% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 474'810 CHF | 159'770 CHF | 93.17% | 93.17% |
04.07.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 472'978 CHF | 159'159 CHF | 87.22% | 87.22% |
03.07.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 453'001 CHF | 152'500 CHF | 95.87% | 95.87% |
02.07.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 442'216 CHF | 148'905 CHF | 97.34% | 97.34% |