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 | 0.85% | 1.17 CHF | 1.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 704'266 CHF | 236'755 CHF | 98.69% | 98.69% |
12.07.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 682'075 CHF | 229'358 CHF | 98.81% | 98.81% |
11.07.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 697'987 CHF | 234'662 CHF | 98.82% | 98.82% |
10.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 694'580 CHF | 233'527 CHF | 98.74% | 98.74% |
09.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 692'923 CHF | 232'974 CHF | 98.76% | 98.76% |
08.07.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 677'888 CHF | 227'962 CHF | 98.74% | 98.74% |
05.07.2024 | 0.94% | 1.10 CHF | 1.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 638'133 CHF | 214'711 CHF | 98.79% | 98.79% |
04.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 638'573 CHF | 214'858 CHF | 98.74% | 98.74% |
03.07.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 626'127 CHF | 210'709 CHF | 98.83% | 98.83% |
02.07.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 682'947 CHF | 229'649 CHF | 98.72% | 98.72% |