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 | 0.96% | 1.04 CHF | 1.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 518'955 CHF | 104'791 CHF | 99.27% | 99.27% |
12.07.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 514'663 CHF | 103'933 CHF | 99.27% | 99.27% |
11.07.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 522'508 CHF | 105'502 CHF | 99.27% | 99.27% |
10.07.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 538'190 CHF | 108'638 CHF | 99.27% | 99.27% |
09.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 551'709 CHF | 111'342 CHF | 99.27% | 99.27% |
08.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 539'098 CHF | 108'820 CHF | 99.25% | 99.25% |
05.07.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 531'964 CHF | 107'393 CHF | 99.27% | 99.27% |
04.07.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 533'317 CHF | 107'663 CHF | 99.27% | 99.27% |
03.07.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 540'534 CHF | 109'107 CHF | 99.27% | 99.27% |
02.07.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 552'361 CHF | 111'472 CHF | 99.27% | 99.27% |