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 | 1.03% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 430'650 | 143'550 | 416'578 CHF | 140'295 CHF | 98.76% | 98.76% |
12.07.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 316'477 | 105'492 | 317'355 CHF | 106'840 CHF | 99.59% | 99.59% |
11.07.2024 | 0.95% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 351'071 | 117'024 | 366'429 CHF | 123'313 CHF | 93.75% | 93.75% |
10.07.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 456'388 CHF | 153'629 CHF | 98.49% | 98.49% |
09.07.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 447'896 CHF | 150'799 CHF | 99.03% | 99.03% |
08.07.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 450'056 CHF | 151'519 CHF | 99.58% | 99.58% |
05.07.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 405'409 CHF | 136'636 CHF | 89.82% | 89.82% |
04.07.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 411'130 CHF | 138'543 CHF | 99.19% | 99.19% |
03.07.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 400'263 CHF | 134'921 CHF | 97.73% | 97.73% |
02.07.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 387'646 CHF | 130'715 CHF | 94.34% | 94.34% |