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 | 0.93% | 1.15 CHF | 1.16 CHF | 300'000 | 100'000 | 316'261 | 105'420 | 337'456 CHF | 113'539 CHF | 99.12% | 99.12% |
12.07.2024 | 1.00% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 446'074 CHF | 150'191 CHF | 99.40% | 99.40% |
11.07.2024 | 1.06% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 420'819 CHF | 141'773 CHF | 98.77% | 98.77% |
10.07.2024 | 1.11% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 402'748 CHF | 135'749 CHF | 98.50% | 98.50% |
09.07.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 420'246 CHF | 141'582 CHF | 99.55% | 99.55% |
08.07.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 424'486 CHF | 142'995 CHF | 96.24% | 96.24% |
05.07.2024 | 1.02% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 438'538 CHF | 147'679 CHF | 99.48% | 99.48% |
04.07.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 449'386 CHF | 151'295 CHF | 99.41% | 99.41% |
03.07.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 426'407 CHF | 143'636 CHF | 99.60% | 99.60% |
02.07.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 430'219 CHF | 144'906 CHF | 99.30% | 99.30% |