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 | 0.81% | 1.35 CHF | 1.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 737'828 CHF | 247'943 CHF | 97.83% | 97.83% |
12.07.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 802'632 CHF | 270'044 CHF | 98.47% | 98.47% |
11.07.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 680'419 CHF | 228'806 CHF | 98.44% | 98.44% |
10.07.2024 | 0.87% | 1.09 CHF | 1.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 683'248 CHF | 229'749 CHF | 99.02% | 99.02% |
09.07.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 690'657 CHF | 232'219 CHF | 98.87% | 98.87% |
08.07.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 697'941 CHF | 234'647 CHF | 99.04% | 99.04% |
05.07.2024 | 0.96% | 1.11 CHF | 1.12 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 624'957 CHF | 210'319 CHF | 98.66% | 98.66% |
04.07.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 664'970 CHF | 223'657 CHF | 99.37% | 99.37% |
03.07.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 705'291 CHF | 237'097 CHF | 99.41% | 99.41% |
02.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 748'627 CHF | 251'542 CHF | 98.99% | 98.99% |