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 | 1.23% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'580 CHF | 122'693 CHF | 99.26% | 99.26% |
11.07.2024 | 1.00% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 446'780 CHF | 150'427 CHF | 98.45% | 98.45% |
10.07.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 444'273 CHF | 149'591 CHF | 99.00% | 99.00% |
09.07.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 447'887 CHF | 150'796 CHF | 98.87% | 98.87% |
08.07.2024 | 0.95% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 470'970 CHF | 158'490 CHF | 99.05% | 99.05% |
05.07.2024 | 1.16% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 387'101 CHF | 130'534 CHF | 98.68% | 98.68% |
04.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 378'226 CHF | 127'575 CHF | 99.37% | 99.37% |
03.07.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 381'293 CHF | 128'598 CHF | 99.40% | 99.40% |
02.07.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 355'700 CHF | 120'067 CHF | 98.97% | 98.97% |
01.07.2024 | 1.24% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 362'083 CHF | 122'194 CHF | 99.07% | 99.07% |