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 | 0.98% | 1.05 CHF | 1.06 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 758'142 CHF | 255'214 CHF | 99.44% | 99.44% |
12.07.2024 | 1.16% | 0.91 CHF | 0.92 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 644'331 CHF | 217'277 CHF | 99.63% | 99.63% |
11.07.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 900'000 | 300'000 | 776'902 | 258'967 | 697'539 CHF | 235'103 CHF | 99.44% | 99.44% |
10.07.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 750'000 | 250'000 | 750'555 | 250'185 | 712'598 CHF | 240'035 CHF | 99.51% | 99.51% |
09.07.2024 | 0.86% | 1.08 CHF | 1.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 865'889 CHF | 291'130 CHF | 97.30% | 97.30% |
08.07.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 865'500 CHF | 291'000 CHF | 99.50% | 99.50% |
05.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 864'943 CHF | 290'814 CHF | 99.50% | 99.50% |
04.07.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 853'218 CHF | 286'906 CHF | 99.56% | 99.56% |
03.07.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 871'947 CHF | 293'149 CHF | 99.51% | 99.51% |
02.07.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 916'849 CHF | 308'116 CHF | 98.40% | 98.40% |