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 | 1.01% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 445'650 CHF | 150'050 CHF | 98.76% | 98.76% |
12.07.2024 | 0.97% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 462'317 CHF | 155'606 CHF | 98.82% | 98.82% |
11.07.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 459'889 CHF | 154'796 CHF | 98.80% | 98.80% |
10.07.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 468'060 CHF | 157'520 CHF | 98.73% | 98.73% |
09.07.2024 | 0.97% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 464'000 CHF | 156'167 CHF | 98.77% | 98.77% |
08.07.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 438'534 CHF | 147'678 CHF | 98.80% | 98.80% |
05.07.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 441'489 CHF | 148'663 CHF | 98.74% | 98.74% |
04.07.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 483'520 CHF | 162'673 CHF | 98.77% | 98.77% |
03.07.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 493'090 CHF | 165'863 CHF | 98.84% | 98.84% |
02.07.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 515'547 CHF | 173'349 CHF | 98.72% | 98.72% |