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 | 0.97% | 1.15 CHF | 1.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 615'848 CHF | 207'282 CHF | 98.79% | 98.79% |
12.07.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 517'132 CHF | 174'377 CHF | 98.88% | 98.88% |
11.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 556'582 CHF | 187'527 CHF | 98.47% | 98.47% |
10.07.2024 | 1.07% | 0.88 CHF | 0.89 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 559'810 CHF | 188'603 CHF | 98.98% | 98.98% |
09.07.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 566'710 CHF | 190'903 CHF | 98.93% | 98.93% |
08.07.2024 | 1.04% | 0.92 CHF | 0.93 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 574'575 CHF | 193'525 CHF | 99.08% | 99.08% |
05.07.2024 | 1.20% | 0.90 CHF | 0.91 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 499'094 CHF | 168'365 CHF | 98.57% | 98.57% |
04.07.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 539'767 CHF | 181'922 CHF | 99.38% | 99.38% |
03.07.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 581'160 CHF | 195'720 CHF | 99.35% | 99.35% |
02.07.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 625'791 CHF | 210'597 CHF | 98.98% | 98.98% |