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% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 452'472 CHF | 152'324 CHF | 98.79% | 98.79% |
12.07.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 457'996 CHF | 154'165 CHF | 99.22% | 99.22% |
11.07.2024 | 0.88% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 510'458 CHF | 171'653 CHF | 98.91% | 98.91% |
10.07.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 505'224 CHF | 169'908 CHF | 99.16% | 99.16% |
09.07.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 506'839 CHF | 170'446 CHF | 97.98% | 97.98% |
08.07.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 507'506 CHF | 170'669 CHF | 99.34% | 99.34% |
05.07.2024 | 0.94% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 476'645 CHF | 160'382 CHF | 99.34% | 99.34% |
04.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 466'869 CHF | 157'123 CHF | 99.56% | 99.56% |
03.07.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 458'075 CHF | 154'192 CHF | 99.45% | 99.45% |
02.07.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 432'163 CHF | 145'554 CHF | 99.48% | 99.48% |