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 | 1.09% | 1.34 CHF | 1.35 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 545'472 CHF | 34'467 CHF | 99.27% | 99.27% |
12.07.2024 | 1.13% | 1.36 CHF | 1.37 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 529'930 CHF | 33'496 CHF | 99.27% | 99.27% |
11.07.2024 | 1.12% | 1.36 CHF | 1.37 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 532'597 CHF | 33'662 CHF | 99.27% | 99.27% |
10.07.2024 | 1.15% | 1.32 CHF | 1.33 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 518'193 CHF | 32'762 CHF | 99.27% | 99.27% |
09.07.2024 | 1.14% | 1.28 CHF | 1.29 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 524'127 CHF | 33'133 CHF | 99.27% | 99.27% |
08.07.2024 | 1.12% | 1.32 CHF | 1.34 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 533'623 CHF | 33'726 CHF | 99.22% | 99.22% |
05.07.2024 | 1.17% | 1.30 CHF | 1.31 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 510'268 CHF | 32'267 CHF | 99.27% | 99.27% |
04.07.2024 | 1.20% | 1.25 CHF | 1.26 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 496'106 CHF | 31'382 CHF | 99.27% | 99.27% |
03.07.2024 | 1.23% | 1.22 CHF | 1.24 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 486'664 CHF | 30'792 CHF | 99.27% | 99.27% |
02.07.2024 | 1.29% | 1.17 CHF | 1.18 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 462'193 CHF | 29'262 CHF | 99.27% | 99.27% |