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 | 1.05% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 427'530 CHF | 144'010 CHF | 99.12% | 99.12% |
12.07.2024 | 1.13% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 395'755 CHF | 133'418 CHF | 99.41% | 99.41% |
11.07.2024 | 1.20% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 373'614 CHF | 126'038 CHF | 98.69% | 98.69% |
10.07.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 359'100 CHF | 121'200 CHF | 98.51% | 98.51% |
09.07.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 374'633 CHF | 126'378 CHF | 99.55% | 99.55% |
08.07.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 377'085 CHF | 127'195 CHF | 96.23% | 96.23% |
05.07.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 392'652 CHF | 132'384 CHF | 99.45% | 99.45% |
04.07.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 401'799 CHF | 135'433 CHF | 99.40% | 99.40% |
03.07.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 381'340 CHF | 128'613 CHF | 99.54% | 99.54% |
02.07.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 386'252 CHF | 130'251 CHF | 99.38% | 99.38% |