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 | 1.25% | 0.83 CHF | 0.84 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 596'169 CHF | 201'223 CHF | 99.43% | 99.43% |
12.07.2024 | 1.53% | 0.70 CHF | 0.71 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 485'498 CHF | 164'333 CHF | 99.42% | 99.42% |
11.07.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 619'440 CHF | 209'480 CHF | 99.39% | 99.39% |
10.07.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 662'856 CHF | 223'952 CHF | 99.48% | 99.48% |
09.07.2024 | 1.07% | 0.86 CHF | 0.87 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 699'679 CHF | 235'726 CHF | 97.27% | 97.27% |
08.07.2024 | 1.07% | 0.96 CHF | 0.97 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 699'555 CHF | 235'685 CHF | 99.45% | 99.45% |
05.07.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 697'592 CHF | 235'030 CHF | 99.52% | 99.52% |
04.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 684'027 CHF | 230'509 CHF | 99.56% | 99.56% |
03.07.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 703'012 CHF | 236'837 CHF | 99.40% | 99.40% |
02.07.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 748'443 CHF | 251'981 CHF | 98.40% | 98.40% |