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 | 0.93% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 483'380 CHF | 162'627 CHF | 98.88% | 98.88% |
12.07.2024 | 0.97% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 463'316 CHF | 155'939 CHF | 98.86% | 98.86% |
11.07.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 428'738 CHF | 144'412 CHF | 98.92% | 98.92% |
10.07.2024 | 1.11% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 404'087 CHF | 136'196 CHF | 99.13% | 99.13% |
09.07.2024 | 1.11% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 404'117 CHF | 136'206 CHF | 99.10% | 99.10% |
08.07.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 436'460 CHF | 146'987 CHF | 99.08% | 99.08% |
05.07.2024 | 0.99% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 451'001 CHF | 151'834 CHF | 99.07% | 99.07% |
04.07.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 429'611 CHF | 144'704 CHF | 99.08% | 99.08% |
03.07.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 418'025 CHF | 140'842 CHF | 99.16% | 99.16% |
02.07.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 408'131 CHF | 137'544 CHF | 99.16% | 99.16% |