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 | 1.10% | 0.92 CHF | 0.93 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 451'154 CHF | 91'231 CHF | 99.27% | 99.27% |
12.07.2024 | 1.04% | 0.91 CHF | 0.92 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 478'858 CHF | 96'772 CHF | 99.27% | 99.27% |
11.07.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 495'073 CHF | 100'015 CHF | 99.27% | 99.27% |
10.07.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 514'138 CHF | 103'828 CHF | 99.27% | 99.27% |
09.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 520'020 CHF | 105'004 CHF | 99.27% | 99.27% |
08.07.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 525'118 CHF | 106'024 CHF | 99.25% | 99.25% |
05.07.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 515'950 CHF | 104'190 CHF | 99.27% | 99.27% |
04.07.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 540'064 CHF | 109'013 CHF | 99.27% | 99.27% |
03.07.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 581'203 CHF | 117'241 CHF | 99.27% | 99.27% |
02.07.2024 | 0.82% | 1.17 CHF | 1.18 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 610'432 CHF | 123'086 CHF | 99.27% | 99.27% |