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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 461'958 CHF | 155'486 CHF | 98.47% | 98.47% |
11.07.2024 | 0.80% | 1.15 CHF | 1.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 562'476 CHF | 188'992 CHF | 97.46% | 98.43% |
10.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 559'795 CHF | 188'098 CHF | 99.08% | 99.08% |
09.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 562'758 CHF | 189'086 CHF | 98.78% | 98.78% |
08.07.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 557'352 CHF | 187'284 CHF | 20.74% | 98.91% |
05.07.2024 | 0.91% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 492'214 CHF | 165'571 CHF | 98.66% | 98.66% |
04.07.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 481'710 CHF | 162'070 CHF | 99.37% | 99.37% |
03.07.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 482'996 CHF | 162'499 CHF | 99.12% | 99.12% |
02.07.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 452'046 CHF | 152'182 CHF | 98.98% | 98.98% |
01.07.2024 | 0.97% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 460'419 CHF | 154'973 CHF | 99.12% | 99.12% |