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 | 1.09% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 409'680 CHF | 138'060 CHF | 95.49% | 95.49% |
12.07.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 431'185 CHF | 145'228 CHF | 99.46% | 99.46% |
11.07.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 466'386 CHF | 156'962 CHF | 98.31% | 98.31% |
10.07.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 450'189 CHF | 151'563 CHF | 96.14% | 96.14% |
09.07.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 453'637 CHF | 152'712 CHF | 96.99% | 96.99% |
08.07.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 427'132 CHF | 143'877 CHF | 93.55% | 93.55% |
05.07.2024 | 1.01% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 441'484 CHF | 148'661 CHF | 96.07% | 96.07% |
04.07.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 448'527 CHF | 151'009 CHF | 99.57% | 99.57% |
03.07.2024 | 1.02% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 437'457 CHF | 147'319 CHF | 98.89% | 98.89% |
02.07.2024 | 1.09% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 412'338 CHF | 138'946 CHF | 99.57% | 99.57% |