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 | 0.99% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 450'631 CHF | 151'710 CHF | 97.95% | 97.95% |
12.07.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 424'832 CHF | 143'111 CHF | 99.08% | 99.08% |
11.07.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 395'928 CHF | 133'476 CHF | 95.40% | 95.40% |
10.07.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 388'487 CHF | 130'996 CHF | 88.20% | 88.20% |
09.07.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 392'327 CHF | 132'276 CHF | 99.41% | 99.41% |
08.07.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 391'950 CHF | 132'150 CHF | 95.56% | 95.56% |
05.07.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 395'848 CHF | 133'449 CHF | 96.83% | 96.83% |
04.07.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 396'208 CHF | 133'569 CHF | 99.41% | 99.41% |
03.07.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 403'250 CHF | 135'917 CHF | 97.27% | 97.27% |
02.07.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 395'422 CHF | 133'307 CHF | 94.60% | 94.60% |