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 | 0.97% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 463'319 CHF | 155'940 CHF | 99.55% | 99.55% |
12.07.2024 | 0.98% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 458'808 CHF | 154'436 CHF | 99.42% | 99.42% |
11.07.2024 | 0.99% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 450'931 CHF | 151'810 CHF | 99.55% | 99.55% |
10.07.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 454'566 CHF | 153'022 CHF | 99.57% | 99.57% |
09.07.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 436'829 CHF | 147'110 CHF | 99.56% | 99.56% |
08.07.2024 | 1.05% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 428'407 CHF | 144'302 CHF | 99.56% | 99.56% |
05.07.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 449'582 CHF | 151'361 CHF | 99.52% | 99.52% |
04.07.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 446'561 CHF | 150'354 CHF | 99.58% | 99.58% |
03.07.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 443'124 CHF | 149'208 CHF | 99.53% | 99.53% |
02.07.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 436'643 CHF | 147'048 CHF | 99.59% | 99.59% |