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 | 1.09% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 409'134 CHF | 137'878 CHF | 93.52% | 93.52% |
12.07.2024 | 1.10% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 406'784 CHF | 137'095 CHF | 93.19% | 93.19% |
11.07.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 387'850 CHF | 130'783 CHF | 94.55% | 94.55% |
10.07.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 395'035 CHF | 133'178 CHF | 96.11% | 96.11% |
09.07.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 416'254 CHF | 140'251 CHF | 91.38% | 91.38% |
08.07.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 414'305 CHF | 139'602 CHF | 95.69% | 95.69% |
05.07.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 420'492 CHF | 141'664 CHF | 92.51% | 92.51% |
04.07.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 415'356 CHF | 139'952 CHF | 90.46% | 90.46% |
03.07.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 412'709 CHF | 139'070 CHF | 96.97% | 96.97% |
02.07.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 430'543 CHF | 145'014 CHF | 94.85% | 94.85% |