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 | 1.02% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 437'151 CHF | 147'217 CHF | 99.18% | 99.18% |
12.07.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 432'521 CHF | 145'674 CHF | 99.25% | 99.25% |
11.07.2024 | 0.97% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 462'280 CHF | 155'593 CHF | 99.23% | 99.23% |
10.07.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 471'777 CHF | 158'759 CHF | 99.23% | 99.23% |
09.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 475'073 CHF | 159'858 CHF | 87.71% | 87.71% |
08.07.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 471'972 CHF | 158'824 CHF | 99.21% | 99.21% |
05.07.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 471'402 CHF | 158'634 CHF | 99.21% | 99.21% |
04.07.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 473'807 CHF | 159'436 CHF | 99.23% | 99.23% |
03.07.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 483'679 CHF | 162'726 CHF | 99.22% | 99.22% |
02.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 490'180 CHF | 164'893 CHF | 99.22% | 99.22% |