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 | 1.07% | 0.90 CHF | 0.91 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 208'721 CHF | 70'324 CHF | 99.27% | 99.27% |
12.07.2024 | 1.06% | 0.99 CHF | 1.00 CHF | 225'000 | 75'000 | 235'326 | 78'442 | 219'616 CHF | 73'990 CHF | 99.27% | 99.27% |
11.07.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 207'048 CHF | 69'766 CHF | 99.27% | 99.27% |
10.07.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 268'879 CHF | 90'626 CHF | 99.27% | 99.27% |
09.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 270'543 CHF | 91'181 CHF | 99.27% | 99.27% |
08.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 272'284 CHF | 91'761 CHF | 99.21% | 99.21% |
05.07.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 271'772 CHF | 91'591 CHF | 99.27% | 99.27% |
04.07.2024 | 1.08% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 276'217 CHF | 93'072 CHF | 99.27% | 99.27% |
03.07.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 279'788 CHF | 94'263 CHF | 99.27% | 99.27% |
02.07.2024 | 1.12% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 266'813 CHF | 89'938 CHF | 99.27% | 99.27% |