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% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 441'362 CHF | 148'621 CHF | 99.48% | 99.48% |
12.07.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 444'399 CHF | 149'633 CHF | 96.95% | 96.95% |
11.07.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 360'832 CHF | 121'777 CHF | 96.25% | 96.25% |
10.07.2024 | 1.12% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 400'956 CHF | 135'152 CHF | 99.59% | 99.59% |
09.07.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 406'215 CHF | 136'905 CHF | 99.50% | 99.50% |
08.07.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 396'926 CHF | 133'809 CHF | 99.57% | 99.57% |
05.07.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 400'756 CHF | 135'085 CHF | 99.18% | 99.18% |
04.07.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 404'690 CHF | 136'397 CHF | 99.57% | 99.57% |
03.07.2024 | 1.13% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 395'989 CHF | 133'496 CHF | 99.38% | 99.38% |
02.07.2024 | 1.14% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 391'082 CHF | 131'861 CHF | 99.50% | 99.50% |