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 | 0.90% | 1.10 CHF | 1.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 553'066 CHF | 111'613 CHF | 99.27% | 99.27% |
12.07.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 567'103 CHF | 114'421 CHF | 99.27% | 99.27% |
11.07.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 572'880 CHF | 115'576 CHF | 99.27% | 99.27% |
10.07.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 564'232 CHF | 113'846 CHF | 99.27% | 99.27% |
09.07.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 570'279 CHF | 115'056 CHF | 99.27% | 99.27% |
08.07.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 550'255 CHF | 111'051 CHF | 99.25% | 99.25% |
05.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 543'507 CHF | 109'701 CHF | 99.27% | 99.27% |
04.07.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 567'765 CHF | 114'553 CHF | 99.27% | 99.27% |
03.07.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 565'877 CHF | 114'175 CHF | 99.27% | 99.27% |
02.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 561'295 CHF | 113'259 CHF | 99.27% | 99.27% |