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 | 0.92% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 326'235 CHF | 109'745 CHF | 99.14% | 99.14% |
12.07.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 368'531 CHF | 123'844 CHF | 99.22% | 99.22% |
11.07.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 353'561 CHF | 118'854 CHF | 98.62% | 98.62% |
10.07.2024 | 0.85% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 352'983 CHF | 118'661 CHF | 99.23% | 99.23% |
09.07.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 350'862 CHF | 117'954 CHF | 99.23% | 99.23% |
08.07.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 346'227 CHF | 116'409 CHF | 99.22% | 99.22% |
05.07.2024 | 0.79% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 380'270 CHF | 127'757 CHF | 99.21% | 99.21% |
04.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 364'740 CHF | 122'580 CHF | 99.23% | 99.23% |
03.07.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 349'084 CHF | 117'361 CHF | 99.22% | 99.22% |
02.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 332'618 CHF | 111'873 CHF | 99.22% | 99.22% |