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 | 0.85% | 1.17 CHF | 1.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 700'196 CHF | 235'399 CHF | 98.68% | 98.68% |
12.07.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 691'042 CHF | 232'347 CHF | 98.81% | 98.81% |
11.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 696'916 CHF | 234'305 CHF | 98.85% | 98.85% |
10.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 694'592 CHF | 233'531 CHF | 98.75% | 98.75% |
09.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 694'035 CHF | 233'345 CHF | 98.77% | 98.77% |
08.07.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 687'643 CHF | 231'214 CHF | 98.74% | 98.74% |
05.07.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 672'473 CHF | 226'158 CHF | 98.77% | 98.77% |
04.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 672'737 CHF | 226'246 CHF | 98.74% | 98.74% |
03.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 667'452 CHF | 224'484 CHF | 98.83% | 98.83% |
02.07.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 689'052 CHF | 231'684 CHF | 98.71% | 98.71% |