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 | 0.89% | 1.26 CHF | 1.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 668'247 CHF | 224'749 CHF | 78.89% | 98.12% |
12.07.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 577'535 CHF | 194'512 CHF | 98.95% | 98.95% |
11.07.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 617'826 CHF | 207'942 CHF | 98.16% | 98.16% |
10.07.2024 | 0.96% | 0.98 CHF | 0.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 621'378 CHF | 209'126 CHF | 99.02% | 99.02% |
09.07.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 627'952 CHF | 211'317 CHF | 98.90% | 98.90% |
08.07.2024 | 0.94% | 1.02 CHF | 1.03 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 636'433 CHF | 214'144 CHF | 99.09% | 99.09% |
05.07.2024 | 1.07% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 557'847 CHF | 187'949 CHF | 98.70% | 98.70% |
04.07.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 600'137 CHF | 202'046 CHF | 99.37% | 99.37% |
03.07.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 642'632 CHF | 216'211 CHF | 99.40% | 99.40% |
02.07.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 688'344 CHF | 231'448 CHF | 98.95% | 98.95% |