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 | 0.94% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 426'744 | 142'248 | 451'613 CHF | 151'960 CHF | 99.59% | 99.59% |
12.07.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 314'322 | 104'774 | 343'792 CHF | 115'645 CHF | 99.59% | 99.59% |
11.07.2024 | 0.87% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 351'466 | 117'155 | 398'692 CHF | 134'069 CHF | 93.75% | 93.75% |
10.07.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 497'297 CHF | 167'266 CHF | 98.49% | 98.49% |
09.07.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 488'556 CHF | 164'352 CHF | 99.03% | 99.03% |
08.07.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 490'912 CHF | 165'137 CHF | 99.58% | 99.58% |
05.07.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 446'507 CHF | 150'336 CHF | 89.75% | 89.75% |
04.07.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 453'611 CHF | 152'704 CHF | 99.19% | 99.19% |
03.07.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 441'400 CHF | 148'633 CHF | 97.73% | 97.73% |
02.07.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 429'330 CHF | 144'610 CHF | 95.41% | 95.41% |