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 | 0.75% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 595'428 CHF | 199'976 CHF | 93.34% | 93.34% |
12.07.2024 | 0.80% | 1.29 CHF | 1.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 563'044 CHF | 189'181 CHF | 94.22% | 94.22% |
11.07.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 518'721 CHF | 174'407 CHF | 90.57% | 90.57% |
10.07.2024 | 0.91% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 490'263 CHF | 164'921 CHF | 87.14% | 87.14% |
09.07.2024 | 0.93% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 479'392 CHF | 161'297 CHF | 84.53% | 84.53% |
08.07.2024 | 0.89% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 500'951 CHF | 168'484 CHF | 85.92% | 85.92% |
05.07.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 507'027 CHF | 170'509 CHF | 91.15% | 91.15% |
04.07.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 479'506 CHF | 161'335 CHF | 80.00% | 80.00% |
03.07.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 482'216 CHF | 162'239 CHF | 91.66% | 91.66% |
02.07.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 453'097 CHF | 152'532 CHF | 96.57% | 96.57% |