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 | 0.95% | 1.05 CHF | 1.06 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 631'571 CHF | 212'524 CHF | 99.31% | 99.31% |
12.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 634'302 CHF | 213'434 CHF | 99.26% | 99.26% |
11.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 637'919 CHF | 214'640 CHF | 99.10% | 99.10% |
10.07.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 640'642 CHF | 215'547 CHF | 99.08% | 99.08% |
09.07.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 639'852 CHF | 215'284 CHF | 99.14% | 99.14% |
08.07.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 668'814 CHF | 224'938 CHF | 99.13% | 99.13% |
05.07.2024 | 0.87% | 1.12 CHF | 1.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 687'561 CHF | 231'187 CHF | 99.08% | 99.08% |
04.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 695'695 CHF | 233'898 CHF | 99.08% | 99.08% |
03.07.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 682'730 CHF | 229'577 CHF | 98.67% | 98.67% |
02.07.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 632'429 CHF | 212'810 CHF | 99.16% | 99.16% |