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 | 1.05% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 283'959 CHF | 95'653 CHF | 99.02% | 99.02% |
12.07.2024 | 1.15% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 346'210 | 115'403 | 299'527 CHF | 100'997 CHF | 99.68% | 99.68% |
11.07.2024 | 1.22% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 444'899 | 148'300 | 361'328 CHF | 121'926 CHF | 98.73% | 98.73% |
10.07.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 346'688 CHF | 117'063 CHF | 98.50% | 98.50% |
09.07.2024 | 1.23% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'954 CHF | 122'818 CHF | 99.56% | 99.56% |
08.07.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 366'558 CHF | 123'686 CHF | 96.26% | 96.26% |
05.07.2024 | 1.17% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 382'127 CHF | 128'876 CHF | 99.45% | 99.45% |
04.07.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 393'025 CHF | 132'508 CHF | 99.41% | 99.41% |
03.07.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 369'197 CHF | 124'566 CHF | 99.49% | 99.49% |
02.07.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 371'670 CHF | 125'390 CHF | 99.41% | 99.41% |