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% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 438'517 CHF | 147'672 CHF | 99.12% | 99.12% |
12.07.2024 | 1.07% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 416'579 CHF | 140'360 CHF | 99.14% | 99.14% |
11.07.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 417'640 CHF | 140'713 CHF | 98.93% | 98.93% |
10.07.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 411'429 CHF | 138'643 CHF | 98.73% | 98.73% |
09.07.2024 | 1.06% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 423'818 CHF | 142'773 CHF | 98.87% | 98.87% |
08.07.2024 | 0.99% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 452'973 CHF | 152'491 CHF | 98.93% | 98.93% |
05.07.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 455'836 CHF | 153'445 CHF | 98.78% | 98.78% |
04.07.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 429'442 CHF | 144'647 CHF | 98.89% | 98.89% |
03.07.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 425'745 CHF | 143'415 CHF | 99.10% | 99.10% |
02.07.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 402'460 CHF | 135'653 CHF | 98.82% | 98.82% |