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 | 1.01% | 0.96 CHF | 0.97 CHF | 600'000 | 200'000 | 524'606 | 174'869 | 515'582 CHF | 173'609 CHF | 99.27% | 99.27% |
12.07.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 502'346 | 167'449 | 512'724 CHF | 172'582 CHF | 99.27% | 99.27% |
11.07.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 600'000 | 200'000 | 467'761 | 155'920 | 488'087 CHF | 164'255 CHF | 99.27% | 99.27% |
10.07.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 600'000 | 200'000 | 599'665 | 199'888 | 609'837 CHF | 205'278 CHF | 99.27% | 99.27% |
09.07.2024 | 0.95% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 496'786 | 165'595 | 519'805 CHF | 174'924 CHF | 99.27% | 99.27% |
08.07.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 465'857 | 155'286 | 500'184 CHF | 168'281 CHF | 99.25% | 99.25% |
05.07.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 595'741 CHF | 200'580 CHF | 99.27% | 99.27% |
04.07.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 570'943 CHF | 192'314 CHF | 99.27% | 99.27% |
03.07.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 562'478 CHF | 189'493 CHF | 99.27% | 99.27% |
02.07.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 553'068 CHF | 186'356 CHF | 99.27% | 99.27% |