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 | 0.93% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 480'182 CHF | 161'561 CHF | 93.35% | 93.35% |
12.07.2024 | 1.00% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 447'097 CHF | 150'532 CHF | 94.27% | 94.27% |
11.07.2024 | 1.11% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 401'870 CHF | 135'457 CHF | 90.58% | 90.58% |
10.07.2024 | 1.20% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 373'150 CHF | 125'883 CHF | 87.06% | 87.06% |
09.07.2024 | 1.23% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 362'444 CHF | 122'315 CHF | 84.53% | 84.53% |
08.07.2024 | 1.16% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 384'710 CHF | 129'737 CHF | 85.93% | 85.93% |
05.07.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 390'784 CHF | 131'761 CHF | 91.15% | 91.15% |
04.07.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'033 CHF | 122'511 CHF | 80.00% | 80.00% |
03.07.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 365'906 CHF | 123'469 CHF | 91.67% | 91.67% |
02.07.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 336'754 CHF | 113'751 CHF | 96.56% | 96.56% |