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 | 1.25% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 357'860 CHF | 120'787 CHF | 98.75% | 98.75% |
12.07.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 367'733 CHF | 124'078 CHF | 99.00% | 99.00% |
11.07.2024 | 1.07% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 417'197 CHF | 140'566 CHF | 98.34% | 98.34% |
10.07.2024 | 1.01% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 444'322 CHF | 149'607 CHF | 99.09% | 99.09% |
09.07.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 452'290 CHF | 152'263 CHF | 98.90% | 98.90% |
08.07.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 451'253 CHF | 151'918 CHF | 99.00% | 99.00% |
05.07.2024 | 1.02% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 440'595 CHF | 148'365 CHF | 98.70% | 98.70% |
04.07.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 435'551 CHF | 146'684 CHF | 99.38% | 99.38% |
03.07.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 433'790 CHF | 146'097 CHF | 99.21% | 99.21% |
02.07.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 413'715 CHF | 139'405 CHF | 98.95% | 98.95% |