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 | 0.83% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 538'531 CHF | 181'010 CHF | 99.54% | 99.54% |
12.07.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 541'764 CHF | 182'088 CHF | 97.23% | 97.23% |
11.07.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 446'496 CHF | 150'332 CHF | 96.25% | 96.25% |
10.07.2024 | 0.91% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 493'038 CHF | 165'846 CHF | 99.59% | 99.59% |
09.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 499'900 CHF | 168'133 CHF | 99.50% | 99.50% |
08.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 488'140 CHF | 164'213 CHF | 99.57% | 99.57% |
05.07.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 492'959 CHF | 165'820 CHF | 99.21% | 99.21% |
04.07.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 496'825 CHF | 167'108 CHF | 99.56% | 99.56% |
03.07.2024 | 0.92% | 1.15 CHF | 1.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 488'285 CHF | 164'262 CHF | 99.38% | 99.38% |
02.07.2024 | 0.93% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 481'582 CHF | 162'027 CHF | 99.50% | 99.50% |