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 | 0.90% | 1.08 CHF | 1.09 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 495'843 CHF | 111'187 CHF | 99.38% | 99.38% |
12.07.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 495'725 CHF | 111'161 CHF | 99.38% | 99.38% |
11.07.2024 | 0.95% | 1.09 CHF | 1.10 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 473'607 CHF | 106'246 CHF | 99.37% | 99.37% |
10.07.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 458'336 CHF | 102'852 CHF | 99.37% | 99.37% |
09.07.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 484'317 CHF | 108'626 CHF | 99.37% | 99.37% |
08.07.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 483'096 CHF | 108'355 CHF | 99.38% | 99.38% |
05.07.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 477'794 CHF | 107'176 CHF | 99.38% | 99.38% |
04.07.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 477'511 CHF | 107'114 CHF | 98.82% | 98.82% |
03.07.2024 | 0.94% | 1.02 CHF | 1.03 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 477'130 CHF | 107'029 CHF | 99.38% | 99.38% |
02.07.2024 | 0.98% | 1.05 CHF | 1.06 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 455'791 CHF | 102'287 CHF | 99.38% | 99.38% |