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 | 0.94% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 479'262 CHF | 161'254 CHF | 99.61% | 99.61% |
12.07.2024 | 1.02% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 439'692 CHF | 148'064 CHF | 99.46% | 99.46% |
11.07.2024 | 0.93% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 479'748 CHF | 161'416 CHF | 99.06% | 99.06% |
10.07.2024 | 1.02% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 439'421 CHF | 147'974 CHF | 99.57% | 99.57% |
09.07.2024 | 0.99% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 453'788 CHF | 152'763 CHF | 99.55% | 99.55% |
08.07.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 469'202 CHF | 157'901 CHF | 99.54% | 99.54% |
05.07.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 458'220 CHF | 154'240 CHF | 99.56% | 99.56% |
04.07.2024 | 1.00% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 445'618 CHF | 150'039 CHF | 99.56% | 99.56% |
03.07.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 441'527 CHF | 148'676 CHF | 99.57% | 99.57% |
02.07.2024 | 1.17% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 382'686 CHF | 129'062 CHF | 99.57% | 99.57% |