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 | 1.09% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 546'796 CHF | 184'265 CHF | 98.69% | 98.69% |
12.07.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 537'607 CHF | 181'202 CHF | 98.83% | 98.83% |
11.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 543'538 CHF | 183'179 CHF | 98.85% | 98.85% |
10.07.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 541'577 CHF | 182'526 CHF | 98.73% | 98.73% |
09.07.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 541'072 CHF | 182'357 CHF | 98.78% | 98.78% |
08.07.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 534'789 CHF | 180'263 CHF | 98.75% | 98.75% |
05.07.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 519'263 CHF | 175'088 CHF | 98.77% | 98.77% |
04.07.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 519'643 CHF | 175'214 CHF | 98.74% | 98.74% |
03.07.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 514'437 CHF | 173'479 CHF | 98.81% | 98.81% |
02.07.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 536'465 CHF | 180'822 CHF | 98.71% | 98.71% |