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 | 1.10% | 0.90 CHF | 0.91 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 543'132 CHF | 183'044 CHF | 99.16% | 99.16% |
12.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 546'120 CHF | 184'040 CHF | 99.29% | 99.29% |
11.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 549'880 CHF | 185'293 CHF | 99.14% | 99.14% |
10.07.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 553'654 CHF | 186'552 CHF | 99.09% | 99.09% |
09.07.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 552'559 CHF | 186'186 CHF | 99.11% | 99.11% |
08.07.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 581'261 CHF | 195'754 CHF | 99.12% | 99.12% |
05.07.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 599'114 CHF | 201'705 CHF | 99.12% | 99.12% |
04.07.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 606'816 CHF | 204'272 CHF | 99.10% | 99.10% |
03.07.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 593'920 CHF | 199'973 CHF | 98.55% | 98.55% |
02.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 545'463 CHF | 183'821 CHF | 99.16% | 99.16% |