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 | 0.97% | 1.04 CHF | 1.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 618'643 CHF | 208'214 CHF | 99.27% | 99.27% |
12.07.2024 | 1.01% | 1.04 CHF | 1.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 593'795 CHF | 199'932 CHF | 99.27% | 99.27% |
11.07.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 573'818 CHF | 193'273 CHF | 99.27% | 99.27% |
10.07.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 555'800 CHF | 187'267 CHF | 99.27% | 99.27% |
09.07.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 555'415 CHF | 187'138 CHF | 99.27% | 99.27% |
08.07.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 576'524 CHF | 194'175 CHF | 99.20% | 99.20% |
05.07.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 575'514 CHF | 193'838 CHF | 99.26% | 99.26% |
04.07.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 557'318 CHF | 187'773 CHF | 99.27% | 99.27% |
03.07.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 526'989 CHF | 177'663 CHF | 99.27% | 99.27% |
02.07.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 464'652 CHF | 156'884 CHF | 99.27% | 99.27% |