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 | 0.88% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 508'852 CHF | 171'117 CHF | 98.88% | 98.88% |
12.07.2024 | 0.92% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 489'630 CHF | 164'710 CHF | 98.89% | 98.89% |
11.07.2024 | 0.98% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 456'686 CHF | 153'729 CHF | 98.94% | 98.94% |
10.07.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 433'141 CHF | 145'880 CHF | 99.18% | 99.18% |
09.07.2024 | 1.03% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 433'388 CHF | 145'963 CHF | 99.07% | 99.07% |
08.07.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 464'759 CHF | 156'420 CHF | 99.10% | 99.10% |
05.07.2024 | 0.93% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 479'383 CHF | 161'294 CHF | 99.05% | 99.05% |
04.07.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 459'206 CHF | 154'569 CHF | 99.07% | 99.07% |
03.07.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 447'486 CHF | 150'662 CHF | 99.08% | 99.08% |
02.07.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 437'896 CHF | 147'465 CHF | 99.16% | 99.16% |