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 | 500'000 | 100'000 | 500'000 | 100'000 | 479'572 CHF | 96'914 CHF | 99.27% | 99.27% |
12.07.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 484'794 CHF | 97'959 CHF | 99.27% | 99.27% |
11.07.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 494'762 CHF | 99'952 CHF | 99.27% | 99.27% |
10.07.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 504'762 CHF | 101'952 CHF | 99.27% | 99.27% |
09.07.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 515'319 CHF | 104'064 CHF | 99.27% | 99.27% |
08.07.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 524'319 CHF | 105'864 CHF | 99.25% | 99.25% |
05.07.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 525'364 CHF | 106'073 CHF | 99.27% | 99.27% |
04.07.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 526'927 CHF | 106'385 CHF | 99.27% | 99.27% |
03.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 529'989 CHF | 106'998 CHF | 99.27% | 99.27% |
02.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 530'265 CHF | 107'053 CHF | 99.27% | 99.27% |