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 | 0.83% | 1.20 CHF | 1.21 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 596'841 CHF | 120'368 CHF | 99.27% | 99.27% |
12.07.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 591'364 CHF | 119'273 CHF | 99.27% | 99.27% |
11.07.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 600'031 CHF | 121'006 CHF | 99.27% | 99.27% |
10.07.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 615'685 CHF | 124'137 CHF | 99.27% | 99.27% |
09.07.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 628'728 CHF | 126'746 CHF | 99.27% | 99.27% |
08.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 616'435 CHF | 124'287 CHF | 99.25% | 99.25% |
05.07.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 610'492 CHF | 123'098 CHF | 99.27% | 99.27% |
04.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 610'298 CHF | 123'060 CHF | 99.27% | 99.27% |
03.07.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 618'635 CHF | 124'727 CHF | 99.27% | 99.27% |
02.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 630'800 CHF | 127'160 CHF | 99.27% | 99.27% |