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 | 0.94% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 475'178 CHF | 159'893 CHF | 99.71% | 99.71% |
12.07.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 473'587 CHF | 159'362 CHF | 99.71% | 99.71% |
11.07.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 468'754 CHF | 157'751 CHF | 99.29% | 99.29% |
10.07.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 446'316 CHF | 150'272 CHF | 99.35% | 99.35% |
09.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 419'287 CHF | 141'262 CHF | 99.55% | 99.55% |
08.07.2024 | 1.06% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 421'189 CHF | 141'896 CHF | 99.23% | 99.23% |
05.07.2024 | 1.05% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 427'564 CHF | 144'021 CHF | 99.55% | 99.55% |
04.07.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 435'582 CHF | 146'694 CHF | 99.57% | 99.57% |
03.07.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 427'402 CHF | 143'967 CHF | 99.47% | 99.47% |
02.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 409'827 CHF | 138'109 CHF | 99.58% | 99.58% |