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 | 0.87% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 517'613 CHF | 174'038 CHF | 93.35% | 93.35% |
12.07.2024 | 0.92% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 486'146 CHF | 163'549 CHF | 94.59% | 94.59% |
11.07.2024 | 1.01% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 441'535 CHF | 148'678 CHF | 90.59% | 90.59% |
10.07.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 414'477 CHF | 139'659 CHF | 87.15% | 87.15% |
09.07.2024 | 1.11% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 403'700 CHF | 136'067 CHF | 84.57% | 84.57% |
08.07.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 424'740 CHF | 143'080 CHF | 85.92% | 85.92% |
05.07.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 430'639 CHF | 145'046 CHF | 91.17% | 91.17% |
04.07.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 404'837 CHF | 136'446 CHF | 80.01% | 80.01% |
03.07.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 407'406 CHF | 137'302 CHF | 91.80% | 91.80% |
02.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 379'842 CHF | 128'114 CHF | 96.55% | 96.55% |