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 | 0.80% | 1.11 CHF | 1.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 373'687 CHF | 125'562 CHF | 99.71% | 99.71% |
12.07.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 375'975 CHF | 126'325 CHF | 97.22% | 97.22% |
11.07.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 454'798 CHF | 153'099 CHF | 96.25% | 96.25% |
10.07.2024 | 0.88% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 428'125 | 142'708 | 481'845 CHF | 162'042 CHF | 99.59% | 99.59% |
09.07.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 436'796 | 145'599 | 498'647 CHF | 167'672 CHF | 99.51% | 99.51% |
08.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 448'386 | 149'462 | 503'159 CHF | 169'214 CHF | 99.56% | 99.56% |
05.07.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 510'353 CHF | 171'618 CHF | 99.16% | 99.16% |
04.07.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 450'000 | 150'000 | 449'689 | 149'896 | 514'173 CHF | 172'890 CHF | 99.58% | 99.58% |
03.07.2024 | 0.89% | 1.19 CHF | 1.20 CHF | 300'000 | 100'000 | 429'713 | 143'238 | 479'328 CHF | 161'208 CHF | 99.36% | 99.36% |
02.07.2024 | 0.90% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 497'797 CHF | 167'432 CHF | 99.53% | 99.53% |