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 | 0.94% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 474'418 CHF | 159'639 CHF | 99.27% | 99.27% |
12.07.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 458'185 CHF | 154'228 CHF | 99.27% | 99.27% |
11.07.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 484'958 CHF | 163'153 CHF | 99.25% | 99.25% |
10.07.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 460'032 CHF | 154'844 CHF | 99.27% | 99.27% |
09.07.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 442'251 CHF | 148'917 CHF | 99.27% | 99.27% |
08.07.2024 | 1.02% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 440'167 CHF | 148'222 CHF | 99.24% | 99.24% |
05.07.2024 | 1.14% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 392'559 CHF | 132'353 CHF | 99.27% | 99.27% |
04.07.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 389'582 CHF | 131'361 CHF | 99.27% | 99.27% |
03.07.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 344'908 CHF | 116'469 CHF | 99.27% | 99.27% |
02.07.2024 | 1.18% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 378'297 CHF | 127'599 CHF | 99.27% | 99.27% |