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 | 1.12% | 0.86 CHF | 0.87 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 531'002 CHF | 179'001 CHF | 95.29% | 95.29% |
12.07.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 540'323 CHF | 182'108 CHF | 99.27% | 99.27% |
11.07.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 561'580 CHF | 189'193 CHF | 98.78% | 98.78% |
10.07.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 576'778 CHF | 194'259 CHF | 99.24% | 99.24% |
09.07.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 565'149 CHF | 190'383 CHF | 99.24% | 99.24% |
08.07.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 550'572 CHF | 185'524 CHF | 99.24% | 99.24% |
05.07.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 524'413 CHF | 176'804 CHF | 99.13% | 99.13% |
04.07.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 521'912 CHF | 175'971 CHF | 99.23% | 99.23% |
03.07.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 531'232 CHF | 179'077 CHF | 99.23% | 99.23% |
02.07.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 519'607 CHF | 175'202 CHF | 99.23% | 99.23% |