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 | 0.96% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 465'805 CHF | 156'768 CHF | 98.80% | 98.80% |
12.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 476'311 CHF | 160'270 CHF | 98.99% | 98.99% |
11.07.2024 | 0.85% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 527'728 CHF | 177'409 CHF | 98.04% | 98.04% |
10.07.2024 | 0.81% | 1.18 CHF | 1.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 556'676 CHF | 187'059 CHF | 99.08% | 99.08% |
09.07.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 565'313 CHF | 189'938 CHF | 98.89% | 98.89% |
08.07.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 563'648 CHF | 189'383 CHF | 98.99% | 98.99% |
05.07.2024 | 0.81% | 1.29 CHF | 1.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 552'665 CHF | 185'722 CHF | 98.92% | 98.92% |
04.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 547'339 CHF | 183'946 CHF | 99.37% | 99.37% |
03.07.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 545'647 CHF | 183'382 CHF | 99.15% | 99.15% |
02.07.2024 | 0.85% | 1.22 CHF | 1.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 527'006 CHF | 177'169 CHF | 98.94% | 98.94% |