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% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 411'522 CHF | 138'674 CHF | 99.14% | 99.14% |
12.07.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 413'551 CHF | 139'350 CHF | 99.06% | 99.06% |
11.07.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 556'359 CHF | 187'453 CHF | 99.14% | 99.14% |
10.07.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 561'184 CHF | 189'062 CHF | 99.09% | 99.09% |
09.07.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 560'276 CHF | 188'759 CHF | 99.10% | 99.10% |
08.07.2024 | 1.00% | 0.97 CHF | 0.98 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 595'006 CHF | 200'335 CHF | 99.11% | 99.11% |
05.07.2024 | 0.97% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 616'641 CHF | 207'547 CHF | 99.13% | 99.13% |
04.07.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 626'808 CHF | 210'936 CHF | 99.09% | 99.09% |
03.07.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 611'034 CHF | 205'678 CHF | 98.57% | 98.57% |
02.07.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 554'171 CHF | 186'724 CHF | 99.16% | 99.16% |