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 | 1.04% | 0.96 CHF | 0.97 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 572'273 CHF | 192'758 CHF | 92.96% | 92.96% |
12.07.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 596'342 CHF | 200'781 CHF | 94.15% | 94.15% |
11.07.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 626'914 CHF | 210'971 CHF | 91.30% | 91.30% |
10.07.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 646'202 CHF | 217'401 CHF | 87.23% | 87.23% |
09.07.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 653'712 CHF | 219'904 CHF | 85.58% | 85.58% |
08.07.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 637'964 CHF | 214'655 CHF | 85.27% | 85.27% |
05.07.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 635'860 CHF | 213'953 CHF | 90.48% | 90.48% |
04.07.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 656'126 CHF | 220'709 CHF | 78.08% | 78.08% |
03.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 654'746 CHF | 220'249 CHF | 92.36% | 92.36% |
02.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 673'902 CHF | 226'634 CHF | 96.41% | 96.41% |