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% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 441'873 CHF | 148'791 CHF | 99.55% | 99.55% |
12.07.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 445'406 CHF | 149'969 CHF | 97.25% | 97.25% |
11.07.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 350'546 CHF | 118'349 CHF | 96.24% | 96.24% |
10.07.2024 | 1.13% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 395'376 CHF | 133'292 CHF | 99.59% | 99.59% |
09.07.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 401'465 CHF | 135'322 CHF | 99.50% | 99.50% |
08.07.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 393'054 CHF | 132'518 CHF | 99.56% | 99.56% |
05.07.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 396'732 CHF | 133'744 CHF | 99.16% | 99.16% |
04.07.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 401'070 CHF | 135'190 CHF | 99.58% | 99.58% |
03.07.2024 | 1.14% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 392'154 CHF | 132'218 CHF | 99.41% | 99.41% |
02.07.2024 | 1.16% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 386'755 CHF | 130'418 CHF | 99.47% | 99.47% |