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 | 1.10% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 407'164 CHF | 137'221 CHF | 99.15% | 99.15% |
12.07.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 412'615 CHF | 139'038 CHF | 99.22% | 99.22% |
11.07.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 375'885 CHF | 126'795 CHF | 98.09% | 98.09% |
10.07.2024 | 1.22% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 365'249 CHF | 123'250 CHF | 99.22% | 99.22% |
09.07.2024 | 1.23% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 362'387 CHF | 122'296 CHF | 99.22% | 99.22% |
08.07.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 364'849 CHF | 123'116 CHF | 99.21% | 99.21% |
05.07.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 361'996 CHF | 122'165 CHF | 99.22% | 99.22% |
04.07.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 366'613 CHF | 123'704 CHF | 99.23% | 99.23% |
03.07.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 351'059 CHF | 118'520 CHF | 99.22% | 99.22% |
02.07.2024 | 1.19% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 377'246 CHF | 127'249 CHF | 99.23% | 99.23% |