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 | 1.02% | 0.93 CHF | 0.94 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 437'305 CHF | 98'179 CHF | 99.38% | 99.38% |
12.07.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 413'624 CHF | 92'917 CHF | 99.38% | 99.38% |
11.07.2024 | 1.14% | 0.93 CHF | 0.94 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 393'533 CHF | 88'452 CHF | 99.38% | 99.38% |
10.07.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 366'825 CHF | 82'517 CHF | 99.37% | 99.37% |
09.07.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 377'816 CHF | 84'959 CHF | 99.38% | 99.38% |
08.07.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 399'622 CHF | 89'805 CHF | 99.38% | 99.38% |
05.07.2024 | 1.04% | 0.93 CHF | 0.94 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 431'316 CHF | 96'848 CHF | 99.37% | 99.37% |
04.07.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 413'538 CHF | 92'897 CHF | 98.59% | 98.59% |
03.07.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 396'805 CHF | 89'179 CHF | 99.37% | 99.37% |
02.07.2024 | 1.27% | 0.82 CHF | 0.83 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 352'428 CHF | 79'317 CHF | 99.38% | 99.38% |