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 | 0.98% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 455'316 CHF | 153'272 CHF | 92.61% | 92.61% |
12.07.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 451'704 CHF | 152'068 CHF | 94.95% | 94.95% |
11.07.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 432'483 CHF | 145'661 CHF | 92.67% | 92.67% |
10.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 416'597 CHF | 140'366 CHF | 91.25% | 91.25% |
09.07.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 414'041 CHF | 139'514 CHF | 94.91% | 94.91% |
08.07.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 425'442 CHF | 143'314 CHF | 90.09% | 90.09% |
05.07.2024 | 1.06% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 421'207 CHF | 141'902 CHF | 93.16% | 93.16% |
04.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 419'790 CHF | 141'430 CHF | 87.27% | 87.27% |
03.07.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 400'399 CHF | 134'966 CHF | 96.15% | 96.15% |
02.07.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 390'503 CHF | 131'668 CHF | 97.32% | 97.32% |