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 | 1.04% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 429'195 CHF | 144'565 CHF | 99.27% | 99.27% |
12.07.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 438'298 CHF | 147'599 CHF | 99.27% | 99.27% |
11.07.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 442'335 CHF | 148'945 CHF | 99.27% | 99.27% |
10.07.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 427'017 CHF | 143'839 CHF | 99.27% | 99.27% |
09.07.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 434'294 CHF | 146'265 CHF | 99.27% | 99.27% |
08.07.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 413'846 CHF | 139'449 CHF | 99.24% | 99.24% |
05.07.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 404'803 CHF | 136'434 CHF | 99.27% | 99.27% |
04.07.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 433'335 CHF | 145'945 CHF | 99.27% | 99.27% |
03.07.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 432'063 CHF | 145'521 CHF | 99.27% | 99.27% |
02.07.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 425'957 CHF | 143'486 CHF | 99.27% | 99.27% |