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 | 0.99% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 450'340 CHF | 151'613 CHF | 99.54% | 99.54% |
12.07.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 448'826 CHF | 151'109 CHF | 99.38% | 99.38% |
11.07.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 442'596 CHF | 149'032 CHF | 99.23% | 99.23% |
10.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 419'808 CHF | 141'436 CHF | 99.36% | 99.36% |
09.07.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 393'941 CHF | 132'814 CHF | 99.58% | 99.58% |
08.07.2024 | 1.13% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 394'978 CHF | 133'159 CHF | 99.25% | 99.25% |
05.07.2024 | 1.11% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 403'234 CHF | 135'911 CHF | 99.52% | 99.52% |
04.07.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 411'702 CHF | 138'734 CHF | 99.58% | 99.58% |
03.07.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 401'484 CHF | 135'328 CHF | 99.47% | 99.47% |
02.07.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 384'701 CHF | 129'734 CHF | 99.58% | 99.58% |