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% | 1.07 CHF | 1.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 530'950 CHF | 107'190 CHF | 99.27% | 99.27% |
12.07.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 543'103 CHF | 109'621 CHF | 99.27% | 99.27% |
11.07.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 541'684 CHF | 109'337 CHF | 99.27% | 99.27% |
10.07.2024 | 0.95% | 1.09 CHF | 1.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 521'588 CHF | 105'318 CHF | 99.27% | 99.27% |
09.07.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 508'191 CHF | 102'638 CHF | 99.27% | 99.27% |
08.07.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 514'481 CHF | 103'896 CHF | 99.25% | 99.25% |
05.07.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 506'866 CHF | 102'373 CHF | 99.27% | 99.27% |
04.07.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 496'334 CHF | 100'267 CHF | 99.27% | 99.27% |
03.07.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 495'628 CHF | 100'126 CHF | 99.27% | 99.27% |
02.07.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 497'331 CHF | 100'466 CHF | 99.26% | 99.26% |