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 | 0.93% | 1.07 CHF | 1.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 643'468 CHF | 216'489 CHF | 98.96% | 98.96% |
12.07.2024 | 0.95% | 1.12 CHF | 1.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 629'281 CHF | 211'760 CHF | 96.02% | 96.02% |
11.07.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 651'392 CHF | 219'131 CHF | 94.35% | 94.35% |
10.07.2024 | 0.99% | 1.06 CHF | 1.07 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 603'730 CHF | 203'243 CHF | 95.26% | 95.26% |
09.07.2024 | 0.99% | 0.98 CHF | 0.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 603'995 CHF | 203'332 CHF | 97.25% | 97.25% |
08.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 555'712 CHF | 187'237 CHF | 94.83% | 94.83% |
05.07.2024 | 1.26% | 0.88 CHF | 0.89 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 473'614 CHF | 159'871 CHF | 86.17% | 86.17% |
04.07.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 466'226 CHF | 157'409 CHF | 99.36% | 99.36% |
03.07.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 464'914 CHF | 156'971 CHF | 89.59% | 89.59% |
02.07.2024 | 1.48% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 401'772 CHF | 135'924 CHF | 97.60% | 97.60% |