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 | 0.84% | 1.16 CHF | 1.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 711'938 CHF | 239'313 CHF | 99.27% | 99.27% |
12.07.2024 | 0.89% | 1.18 CHF | 1.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 669'502 CHF | 225'167 CHF | 99.27% | 99.27% |
11.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 646'934 CHF | 217'645 CHF | 99.27% | 99.27% |
10.07.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 618'136 CHF | 208'045 CHF | 99.27% | 99.27% |
09.07.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 608'478 CHF | 204'826 CHF | 99.27% | 99.27% |
08.07.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 602'196 CHF | 202'732 CHF | 99.25% | 99.25% |
05.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 619'344 CHF | 208'448 CHF | 99.26% | 99.26% |
04.07.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 582'768 CHF | 196'256 CHF | 99.27% | 99.27% |
03.07.2024 | 1.15% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 519'714 CHF | 175'238 CHF | 99.26% | 99.26% |
02.07.2024 | 1.25% | 0.85 CHF | 0.86 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 477'699 CHF | 161'233 CHF | 99.27% | 99.27% |