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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 1.06% | 0.69 CHF | 0.70 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 236'153 CHF | 238'653 CHF | 98.66% | 98.66% |
11.07.2024 | 0.86% | 1.02 CHF | 1.03 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 291'327 CHF | 293'827 CHF | 95.40% | 95.40% |
10.07.2024 | 0.73% | 1.25 CHF | 1.26 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 339'642 CHF | 342'142 CHF | 99.61% | 99.61% |
09.07.2024 | 0.76% | 1.53 CHF | 1.54 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 329'353 CHF | 331'853 CHF | 99.41% | 99.41% |
08.07.2024 | 0.96% | 1.13 CHF | 1.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 259'209 CHF | 261'709 CHF | 99.69% | 99.69% |
05.07.2024 | 1.00% | 1.16 CHF | 1.17 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 249'304 CHF | 251'804 CHF | 98.53% | 98.53% |
04.07.2024 | 0.83% | 1.17 CHF | 1.18 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 301'392 CHF | 303'892 CHF | 99.14% | 99.14% |
03.07.2024 | 0.72% | 1.28 CHF | 1.29 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 344'968 CHF | 347'468 CHF | 99.14% | 99.15% |
02.07.2024 | 0.58% | 1.64 CHF | 1.65 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 426'689 CHF | 429'189 CHF | 99.64% | 99.64% |
01.07.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 346'067 CHF | 348'567 CHF | 99.87% | 99.87% |