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 | 0.88% | 1.15 CHF | 1.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 510'204 CHF | 171'568 CHF | 97.95% | 97.95% |
12.07.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 483'859 CHF | 162'786 CHF | 99.08% | 99.08% |
11.07.2024 | 0.98% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 455'029 CHF | 153'176 CHF | 95.40% | 95.40% |
10.07.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 447'887 CHF | 150'796 CHF | 88.20% | 88.20% |
09.07.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 452'475 CHF | 152'325 CHF | 99.41% | 99.41% |
08.07.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 451'172 CHF | 151'890 CHF | 95.55% | 95.55% |
05.07.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 455'047 CHF | 153'182 CHF | 96.84% | 96.84% |
04.07.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 458'173 CHF | 154'224 CHF | 99.41% | 99.41% |
03.07.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 462'177 CHF | 155'559 CHF | 97.27% | 97.27% |
02.07.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 455'596 CHF | 153'365 CHF | 94.60% | 94.60% |