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 | 1.02% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 584'640 CHF | 196'880 CHF | 97.93% | 97.93% |
12.07.2024 | 1.10% | 0.94 CHF | 0.95 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 540'456 CHF | 182'152 CHF | 98.98% | 98.98% |
11.07.2024 | 1.20% | 0.87 CHF | 0.88 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 495'957 CHF | 167'319 CHF | 97.20% | 97.20% |
10.07.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 484'175 CHF | 163'392 CHF | 89.28% | 89.28% |
09.07.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 492'320 CHF | 166'107 CHF | 99.41% | 99.41% |
08.07.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 489'056 CHF | 165'019 CHF | 97.55% | 97.55% |
05.07.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 495'945 CHF | 167'315 CHF | 96.82% | 96.82% |
04.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 498'274 CHF | 168'091 CHF | 99.37% | 99.37% |
03.07.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 507'765 CHF | 171'255 CHF | 97.70% | 97.70% |
02.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 497'621 CHF | 167'874 CHF | 94.58% | 94.58% |