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 | 0.88% | 1.10 CHF | 1.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 676'285 CHF | 227'428 CHF | 99.27% | 99.27% |
12.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 660'398 CHF | 222'132 CHF | 99.27% | 99.27% |
11.07.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 684'868 CHF | 230'289 CHF | 99.26% | 99.26% |
10.07.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 661'711 CHF | 222'570 CHF | 99.27% | 99.27% |
09.07.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 644'791 CHF | 216'930 CHF | 99.27% | 99.27% |
08.07.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 642'767 CHF | 216'256 CHF | 99.25% | 99.25% |
05.07.2024 | 1.00% | 0.97 CHF | 0.98 CHF | 600'000 | 200'000 | 599'952 | 200'000 | 597'033 CHF | 201'026 CHF | 99.27% | 99.27% |
04.07.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 594'224 CHF | 200'075 CHF | 99.27% | 99.27% |
03.07.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 550'322 CHF | 185'441 CHF | 99.27% | 99.27% |
02.07.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 583'252 CHF | 196'417 CHF | 99.27% | 99.27% |