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 | 1.00% | 1.02 CHF | 1.03 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 598'467 CHF | 201'489 CHF | 95.29% | 95.29% |
12.07.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 591'371 CHF | 199'124 CHF | 99.27% | 99.27% |
11.07.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 574'524 CHF | 193'508 CHF | 98.78% | 98.78% |
10.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 557'686 CHF | 187'895 CHF | 99.24% | 99.24% |
09.07.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 570'341 CHF | 192'114 CHF | 99.24% | 99.24% |
08.07.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 582'025 CHF | 196'008 CHF | 99.23% | 99.23% |
05.07.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 611'894 CHF | 205'965 CHF | 99.14% | 99.14% |
04.07.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 617'273 CHF | 207'758 CHF | 99.23% | 99.23% |
03.07.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 610'082 CHF | 205'361 CHF | 99.23% | 99.23% |
02.07.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 623'082 CHF | 209'694 CHF | 99.24% | 99.24% |