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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 1.15% | 0.67 CHF | 0.68 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 391'844 CHF | 396'344 CHF | 100.00% | 100.00% |
11.07.2024 | 1.02% | 0.88 CHF | 0.89 CHF | 450'000 | 450'000 | 449'678 | 449'678 | 439'549 CHF | 444'049 CHF | 99.86% | 99.86% |
10.07.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 601'750 CHF | 606'250 CHF | 99.99% | 99.99% |
09.07.2024 | 0.76% | 1.36 CHF | 1.37 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 587'494 CHF | 591'994 CHF | 99.99% | 99.99% |
08.07.2024 | 0.81% | 1.16 CHF | 1.17 CHF | 450'000 | 450'000 | 449'966 | 449'966 | 551'656 CHF | 556'156 CHF | 98.24% | 98.24% |
05.07.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 604'787 CHF | 609'287 CHF | 99.93% | 99.93% |
04.07.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 225'000 | 225'000 | 400'843 | 400'843 | 513'374 CHF | 517'382 CHF | 100.00% | 100.00% |
03.07.2024 | 0.77% | 1.36 CHF | 1.37 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 583'510 CHF | 588'010 CHF | 100.00% | 100.00% |
02.07.2024 | 0.64% | 1.48 CHF | 1.49 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 700'084 CHF | 704'584 CHF | 100.00% | 100.00% |
01.07.2024 | 0.70% | 1.52 CHF | 1.53 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 641'409 CHF | 645'909 CHF | 99.99% | 99.99% |