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 | 0.92% | 1.07 CHF | 1.08 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 978'701 CHF | 329'234 CHF | 99.26% | 99.26% |
12.07.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 937'266 CHF | 315'422 CHF | 99.27% | 99.27% |
11.07.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 963'097 CHF | 324'032 CHF | 99.27% | 99.27% |
10.07.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 916'151 CHF | 308'384 CHF | 99.27% | 99.27% |
09.07.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 947'216 CHF | 318'739 CHF | 99.27% | 99.27% |
08.07.2024 | 1.02% | 1.03 CHF | 1.04 CHF | 900'000 | 300'000 | 899'998 | 300'000 | 876'200 CHF | 295'067 CHF | 99.25% | 99.25% |
05.07.2024 | 1.11% | 0.87 CHF | 0.88 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 804'512 CHF | 271'171 CHF | 99.27% | 99.27% |
04.07.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 900'000 | 300'000 | 900'061 | 300'061 | 799'874 CHF | 269'660 CHF | 99.27% | 99.27% |
03.07.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 1'000'000 | 400'000 | 957'043 | 357'043 | 826'168 CHF | 311'538 CHF | 99.27% | 99.27% |
02.07.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 900'000 | 300'000 | 959'278 | 359'268 | 865'482 CHF | 326'659 CHF | 99.27% | 99.27% |