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 | 0.96% | 1.03 CHF | 1.04 CHF | 290'000 | 290'000 | 294'017 | 294'017 | 305'969 CHF | 308'909 CHF | 100.00% | 100.00% |
11.07.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 300'000 | 300'000 | 299'830 | 299'830 | 319'572 CHF | 322'572 CHF | 100.00% | 100.00% |
10.07.2024 | 0.89% | 1.08 CHF | 1.09 CHF | 300'000 | 300'000 | 300'012 | 300'012 | 334'141 CHF | 337'141 CHF | 100.00% | 100.00% |
09.07.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 310'000 | 310'000 | 305'576 | 305'576 | 344'575 CHF | 347'634 CHF | 99.73% | 99.73% |
08.07.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 355'133 CHF | 358'233 CHF | 99.29% | 99.29% |
05.07.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 310'000 | 310'000 | 305'930 | 305'930 | 345'533 CHF | 348'592 CHF | 100.00% | 100.00% |
04.07.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 359'623 CHF | 362'723 CHF | 99.63% | 99.63% |
03.07.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 300'000 | 300'000 | 300'108 | 300'108 | 333'520 CHF | 336'521 CHF | 100.00% | 100.00% |
02.07.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 331'078 CHF | 334'078 CHF | 100.00% | 100.00% |
01.07.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 326'008 CHF | 329'008 CHF | 89.28% | 89.28% |