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 | 1.06% | 0.97 CHF | 0.98 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 704'016 CHF | 94'869 CHF | 96.14% | 96.14% |
12.07.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 700'485 CHF | 94'398 CHF | 96.46% | 96.46% |
11.07.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 701'279 CHF | 94'504 CHF | 97.65% | 97.65% |
10.07.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 728'860 CHF | 98'181 CHF | 96.44% | 96.44% |
09.07.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 742'415 CHF | 99'989 CHF | 95.45% | 95.45% |
08.07.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 730'033 CHF | 98'338 CHF | 95.49% | 95.49% |
05.07.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 722'295 CHF | 97'306 CHF | 97.89% | 97.89% |
04.07.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 714'074 CHF | 96'210 CHF | 89.13% | 89.13% |
03.07.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 725'877 CHF | 97'784 CHF | 95.48% | 95.48% |
02.07.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 761'891 CHF | 102'585 CHF | 98.55% | 98.55% |