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 | 0.97% | 1.00 CHF | 1.01 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 511'098 CHF | 103'220 CHF | 99.27% | 99.27% |
12.07.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 525'203 CHF | 106'041 CHF | 99.27% | 99.27% |
11.07.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 534'546 CHF | 107'909 CHF | 99.27% | 99.27% |
10.07.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 522'980 CHF | 105'596 CHF | 99.27% | 99.27% |
09.07.2024 | 0.93% | 1.03 CHF | 1.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 534'976 CHF | 107'995 CHF | 99.27% | 99.27% |
08.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 545'450 CHF | 110'090 CHF | 99.25% | 99.25% |
05.07.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 511'977 CHF | 103'395 CHF | 99.27% | 99.27% |
04.07.2024 | 1.00% | 0.97 CHF | 0.98 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 495'613 CHF | 100'123 CHF | 99.27% | 99.27% |
03.07.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 489'399 CHF | 98'880 CHF | 99.27% | 99.27% |
02.07.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 482'191 CHF | 97'438 CHF | 99.27% | 99.27% |