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 | 0.99% | 1.49 CHF | 1.50 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 757'437 CHF | 38'247 CHF | 99.27% | 99.27% |
12.07.2024 | 1.01% | 1.51 CHF | 1.52 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 736'800 CHF | 37'215 CHF | 99.27% | 99.27% |
11.07.2024 | 1.00% | 1.52 CHF | 1.53 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 746'143 CHF | 37'682 CHF | 99.27% | 99.27% |
10.07.2024 | 1.02% | 1.48 CHF | 1.49 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 728'483 CHF | 36'799 CHF | 99.27% | 99.27% |
09.07.2024 | 1.02% | 1.44 CHF | 1.45 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 734'654 CHF | 37'108 CHF | 99.27% | 99.27% |
08.07.2024 | 1.00% | 1.48 CHF | 1.49 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 745'229 CHF | 37'636 CHF | 99.22% | 99.22% |
05.07.2024 | 1.04% | 1.46 CHF | 1.47 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 715'596 CHF | 36'155 CHF | 99.27% | 99.27% |
04.07.2024 | 1.07% | 1.40 CHF | 1.42 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 697'039 CHF | 35'227 CHF | 99.27% | 99.27% |
03.07.2024 | 1.09% | 1.38 CHF | 1.39 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 683'776 CHF | 34'564 CHF | 99.27% | 99.27% |
02.07.2024 | 1.15% | 1.31 CHF | 1.33 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 650'308 CHF | 32'890 CHF | 99.27% | 99.27% |